-41.1%
ACN vs FANG
+232.6%
-273.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | -1.5% | +2.9% | -4.4% | -1.9% |
| 30D | +2.1% | +2.6% | -0.5% | +1.7% |
| 3M | +11.1% | +7.6% | +3.5% | +9.8% |
| 6M | -6.8% | +17.3% | -24.2% | -9.3% |
| YTD | -30.0% | +38.7% | -68.7% | -33.6% |
| 1Y | -23.1% | +51.6% | -74.8% | -28.1% |
| 3Y | -40.4% | +50.0% | -90.4% | -45.5% |
| All | -41.1% | +232.6% | -273.7% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling