+63.3%
ADM vs FANG
+232.6%
-169.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.5% | +2.9% | -0.4% | +1.6% |
| 30D | +9.5% | +2.6% | +6.8% | +8.6% |
| 3M | +10.6% | +7.6% | +3.0% | +8.0% |
| 6M | +24.0% | +17.3% | +6.7% | +17.7% |
| YTD | +54.0% | +38.7% | +15.3% | +38.7% |
| 1Y | +45.3% | +51.6% | -6.3% | +27.3% |
| 3Y | +21.8% | +50.0% | -28.2% | +3.5% |
| All | +63.3% | +232.6% | -169.2% | +9.7% |
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