+35.3%
APH vs FANG
+53.0%
-17.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.1% |
| 7D | -2.2% | +1.2% | -3.4% | -2.0% |
| 30D | -4.0% | +2.4% | -6.4% | -3.7% |
| 3M | +7.7% | +5.1% | +2.6% | +9.2% |
| 6M | +17.8% | +16.4% | +1.4% | +20.5% |
| YTD | +19.2% | +39.0% | -19.8% | +20.9% |
| All | +35.3% | +53.0% | -17.7% | +34.9% |
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