+16.4%
APH vs FANG
+32.3%
-15.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.9% | -1.2% | -7.0% |
| 7D | -2.4% | -11.3% | +8.9% | -4.4% |
| 30D | -9.5% | -0.7% | -8.8% | -9.3% |
| 3M | -7.6% | -4.2% | -3.5% | -7.8% |
| 6M | +12.4% | -13.5% | +25.9% | +10.8% |
| YTD | +17.5% | +23.7% | -6.2% | +21.7% |
| 1Y | +16.4% | +34.3% | -17.9% | +18.3% |
| All | +16.4% | +32.3% | -15.9% | +18.3% |
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