-26.3%
APH vs FANG
+43.7%
-70.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.6% | -47.2% | -47.9% |
| 7D | -48.7% | -0.6% | -48.1% | -48.8% |
| 30D | -51.9% | +7.6% | -59.5% | -51.5% |
| 3M | -43.6% | -1.3% | -42.3% | -43.3% |
| 6M | -37.5% | +14.7% | -52.2% | -36.5% |
| YTD | -38.6% | +34.8% | -73.4% | -38.3% |
| 1Y | -26.3% | +42.9% | -69.3% | -27.4% |
| All | -26.3% | +43.7% | -70.1% | -27.4% |
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