+1,082.3%
APH vs FANG
+182.5%
+899.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +1.4% | +2.9% | -1.5% | +0.9% |
| 30D | -1.2% | +2.6% | -3.9% | -1.7% |
| 3M | +10.3% | +7.6% | +2.7% | +8.5% |
| 6M | +25.2% | +17.3% | +7.9% | +20.7% |
| YTD | +24.6% | +38.7% | -14.0% | +16.2% |
| 1Y | +41.4% | +51.6% | -10.2% | +29.5% |
| 3Y | +297.8% | +50.0% | +247.9% | +260.7% |
| 5Y | +366.0% | +237.6% | +128.5% | +259.6% |
| All | +1,082.3% | +182.5% | +899.9% | +731.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling