-20.9%
AA vs FANG
+14.5%
-35.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -4.8% |
| 7D | -5.4% | +1.2% | -6.6% | -5.3% |
| 30D | -10.7% | +2.4% | -13.1% | -10.6% |
| 3M | -26.2% | +5.1% | -31.2% | -26.5% |
| 6M | -20.9% | +16.4% | -37.4% | -14.0% |
| All | -20.9% | +14.5% | -35.5% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling