+138.3%
ADI vs FANG
+232.6%
-94.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +4.6% | +2.9% | +1.7% | +3.9% |
| 30D | -1.2% | +2.6% | -3.8% | -1.8% |
| 3M | -7.8% | +7.6% | -15.4% | -9.8% |
| 6M | +19.3% | +17.3% | +2.0% | +13.4% |
| YTD | +40.9% | +38.7% | +2.2% | +27.6% |
| 1Y | +54.5% | +51.6% | +2.8% | +36.1% |
| 3Y | +123.4% | +50.0% | +73.5% | +94.9% |
| All | +138.3% | +232.6% | -94.3% | +84.3% |
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 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