+168.8%
AA vs FANG
+1,395.6%
-1,226.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.6% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -1.6% | +2.4% | -4.0% | -2.6% |
| 3M | -29.8% | +4.9% | -34.7% | -31.8% |
| 6M | -16.6% | +12.0% | -28.7% | -22.2% |
| YTD | -4.0% | +37.1% | -41.1% | -18.9% |
| 1Y | +63.5% | +52.3% | +11.3% | +31.1% |
| 3Y | +86.8% | +45.0% | +41.8% | +51.5% |
| 5Y | +12.4% | +231.0% | -218.6% | -35.9% |
| 10Y | +132.3% | +177.5% | -45.1% | +15.4% |
| All | +168.8% | +1,395.6% | -1,226.8% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling