-5.9%
ABT vs FANG
+32.3%
-38.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.9% | +10.5% | +5.2% |
| 7D | +12.5% | -11.3% | +23.9% | +11.5% |
| 30D | +16.1% | -0.7% | +16.8% | +15.9% |
| 3M | +10.2% | -4.2% | +14.4% | +9.8% |
| 6M | +33.7% | -13.5% | +47.2% | +32.4% |
| YTD | -5.5% | +23.7% | -29.2% | -7.2% |
| 1Y | -5.9% | +34.3% | -40.2% | -9.7% |
| All | -5.9% | +32.3% | -38.2% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling