+2,464.8%
APH vs FANG
+1,370.4%
+1,094.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.2% |
| 7D | +5.0% | +0.8% | +4.2% | +4.8% |
| 30D | -3.9% | +7.6% | -11.5% | -5.2% |
| 3M | +13.0% | -1.3% | +14.3% | +12.9% |
| 6M | +25.2% | +14.7% | +10.5% | +21.2% |
| YTD | +22.9% | +34.8% | -11.8% | +15.2% |
| 1Y | +47.8% | +42.9% | +4.9% | +36.8% |
| 3Y | +283.0% | +43.8% | +239.2% | +250.0% |
| 5Y | +349.7% | +225.8% | +123.8% | +248.9% |
| 10Y | +1,061.2% | +171.9% | +889.4% | +707.9% |
| All | +2,464.8% | +1,370.4% | +1,094.4% | +1,267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling