+278.9%
ADP vs FANG
+182.5%
+96.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.8% | +2.9% | -5.6% | -3.1% |
| 30D | +0.2% | +2.6% | -2.4% | -0.2% |
| 3M | +20.5% | +7.6% | +12.9% | +19.0% |
| 6M | +28.8% | +17.3% | +11.4% | +25.5% |
| YTD | +6.6% | +38.7% | -32.1% | +1.3% |
| 1Y | -6.9% | +51.6% | -58.5% | -12.8% |
| 3Y | +16.1% | +50.0% | -33.8% | +7.2% |
| 5Y | +49.3% | +237.6% | -188.2% | +20.2% |
| All | +278.9% | +182.5% | +96.4% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling