+123.4%
ADI vs FANG
+45.3%
+78.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +4.6% | +2.9% | +1.7% | +3.7% |
| 30D | -1.2% | +2.6% | -3.8% | -2.0% |
| 3M | -7.8% | +7.6% | -15.4% | -10.2% |
| 6M | +19.3% | +17.3% | +2.0% | +11.9% |
| YTD | +40.9% | +38.7% | +2.2% | +23.7% |
| 1Y | +54.5% | +51.6% | +2.8% | +30.3% |
| 3Y | +123.4% | +50.0% | +73.5% | +92.3% |
| All | +123.4% | +45.3% | +78.2% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling