-44.0%
ACHR vs FANG
+448.1%
-492.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -2.3% | +2.9% | -5.2% | -3.0% |
| 30D | -11.3% | +2.6% | -13.9% | -11.9% |
| 3M | +5.3% | +7.6% | -2.3% | +2.7% |
| 6M | -13.2% | +17.3% | -30.5% | -18.1% |
| YTD | -25.8% | +38.7% | -64.5% | -33.4% |
| 1Y | -34.3% | +51.6% | -85.9% | -42.5% |
| 3Y | -19.9% | +50.0% | -69.9% | -30.8% |
| 5Y | -42.7% | +237.6% | -280.2% | -53.2% |
| All | -44.0% | +448.1% | -492.1% | -55.7% |
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 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