+607.5%
ADP vs FANG
+1,395.6%
-788.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -3.1% | +2.4% | -5.5% | -3.4% |
| 3M | +15.6% | +4.9% | +10.7% | +14.6% |
| 6M | +20.8% | +12.0% | +8.8% | +18.6% |
| YTD | +4.7% | +37.1% | -32.3% | -0.1% |
| 1Y | -8.3% | +52.3% | -60.5% | -13.9% |
| 3Y | +13.6% | +45.0% | -31.4% | +5.8% |
| 5Y | +45.0% | +231.0% | -185.9% | +18.5% |
| 10Y | +279.0% | +177.5% | +101.5% | +178.5% |
| All | +607.5% | +1,395.6% | -788.1% | +321.9% |
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