+197.1%
ABT vs FANG
+182.5%
+14.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -5.9% | +2.9% | -8.8% | -6.0% |
| 30D | -8.1% | +2.6% | -10.7% | -8.2% |
| 3M | +14.5% | +7.6% | +7.0% | +14.0% |
| 6M | -6.3% | +17.3% | -23.6% | -7.3% |
| YTD | -17.1% | +38.7% | -55.8% | -18.9% |
| 1Y | -21.4% | +51.6% | -73.0% | -23.5% |
| 3Y | +5.9% | +50.0% | -44.0% | +2.3% |
| 5Y | -12.8% | +237.6% | -250.3% | -20.6% |
| All | +197.1% | +182.5% | +14.7% | +168.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling