+351.7%
APH vs FANG
+223.6%
+128.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | -3.0% | +2.4% | -5.4% | -3.5% |
| 3M | +5.7% | +4.9% | +0.9% | +4.5% |
| 6M | +20.0% | +12.0% | +7.9% | +16.3% |
| YTD | +20.8% | +37.1% | -16.3% | +11.6% |
| 1Y | +40.2% | +52.3% | -12.0% | +26.1% |
| 3Y | +288.1% | +45.0% | +243.1% | +247.9% |
| All | +351.7% | +223.6% | +128.1% | +240.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling