+1,178.2%
ADI vs FANG
+1,416.0%
-237.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +1.3% | +1.2% | +0.1% | +1.1% |
| 30D | -6.0% | +2.4% | -8.3% | -6.5% |
| 3M | -7.7% | +5.1% | -12.8% | -9.0% |
| 6M | +14.0% | +16.4% | -2.5% | +9.5% |
| YTD | +34.4% | +39.0% | -4.6% | +24.2% |
| 1Y | +48.0% | +50.6% | -2.7% | +34.2% |
| 3Y | +113.3% | +46.9% | +66.4% | +92.5% |
| 5Y | +131.1% | +238.2% | -107.2% | +73.1% |
| 10Y | +628.7% | +181.3% | +447.5% | +375.9% |
| All | +1,178.2% | +1,416.0% | -237.8% | +530.5% |
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 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