+1,626.5%
AAPL vs FANG
+1,416.0%
+210.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.4% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +7.1% | +2.4% | +4.7% | +6.7% |
| 3M | +12.1% | +5.1% | +7.0% | +11.0% |
| 6M | +25.4% | +16.4% | +9.0% | +22.0% |
| YTD | +20.5% | +39.0% | -18.5% | +14.0% |
| 1Y | +44.5% | +50.6% | -6.1% | +35.0% |
| 3Y | +85.8% | +46.9% | +38.8% | +72.1% |
| 5Y | +124.8% | +238.2% | -113.5% | +83.1% |
| 10Y | +1,284.7% | +181.3% | +1,103.4% | +949.6% |
| All | +1,626.5% | +1,416.0% | +210.5% | +949.2% |
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