+3.2%
AA vs FANG
+232.6%
-229.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -3.4% | +2.9% | -6.3% | -5.0% |
| 30D | -5.8% | +2.6% | -8.4% | -7.3% |
| 3M | -29.9% | +7.6% | -37.5% | -33.4% |
| 6M | -27.0% | +17.3% | -44.3% | -35.3% |
| YTD | -8.7% | +38.7% | -47.4% | -27.9% |
| 1Y | +50.6% | +51.6% | -1.0% | +11.5% |
| 3Y | +74.1% | +50.0% | +24.1% | +24.7% |
| All | +3.2% | +232.6% | -229.4% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling