+65.2%
ALAB vs FANG
+43.7%
+21.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.8% | +11.6% | +9.7% |
| 7D | +7.2% | +0.8% | +6.4% | +7.2% |
| 30D | -2.5% | +7.6% | -10.1% | -2.4% |
| 3M | -13.3% | -1.3% | -12.0% | -12.0% |
| 6M | +172.8% | +14.7% | +158.2% | +174.1% |
| YTD | +86.6% | +34.8% | +51.8% | +88.6% |
| 1Y | +65.2% | +42.9% | +22.2% | +67.3% |
| All | +65.2% | +43.7% | +21.4% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling