+25.0%
ALAB vs FANG
+52.7%
-27.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.3% |
| 7D | -6.2% | +2.9% | -9.1% | -6.1% |
| 30D | -8.7% | +2.6% | -11.3% | -8.6% |
| 3M | -20.7% | +7.6% | -28.3% | -20.0% |
| 6M | +133.5% | +17.3% | +116.2% | +134.1% |
| YTD | +75.1% | +38.7% | +36.4% | +76.2% |
| 1Y | +25.0% | +51.6% | -26.6% | +26.5% |
| All | +25.0% | +52.7% | -27.6% | +26.5% |
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 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