+224.9%
ACN vs FANG
+1,395.6%
-1,170.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | -6.3% | -0.4% | -5.9% | -6.3% |
| 30D | -1.4% | +2.4% | -3.8% | -1.8% |
| 3M | +2.6% | +4.9% | -2.3% | +1.6% |
| 6M | -14.3% | +12.0% | -26.3% | -16.2% |
| YTD | -33.1% | +37.1% | -70.2% | -36.7% |
| 1Y | -28.8% | +52.3% | -81.1% | -33.7% |
| 3Y | -43.0% | +45.0% | -87.9% | -47.4% |
| 5Y | -44.0% | +231.0% | -275.0% | -55.4% |
| 10Y | +88.5% | +177.5% | -88.9% | +34.2% |
| All | +224.9% | +1,395.6% | -1,170.7% | +85.9% |
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 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