+305.7%
ABT vs FANG
+1,416.0%
-1,110.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.9% |
| 7D | -5.0% | +1.2% | -6.2% | -5.1% |
| 30D | -5.8% | +2.4% | -8.2% | -6.0% |
| 3M | +16.7% | +5.1% | +11.7% | +16.2% |
| 6M | -5.2% | +16.4% | -21.7% | -6.5% |
| YTD | -16.0% | +39.0% | -54.9% | -18.3% |
| 1Y | -18.3% | +50.6% | -68.9% | -21.0% |
| 3Y | +9.2% | +46.9% | -37.7% | +4.7% |
| 5Y | -11.6% | +238.2% | -249.8% | -21.6% |
| 10Y | +204.2% | +181.3% | +23.0% | +158.0% |
| All | +305.7% | +1,416.0% | -1,110.2% | +185.1% |
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