-35.9%
APP vs FANG
+43.7%
-79.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.1% | +1.5% |
| 7D | +0.9% | +0.8% | +0.1% | +1.2% |
| 30D | -23.3% | +7.6% | -30.9% | -20.9% |
| 3M | -42.6% | -1.3% | -41.3% | -41.4% |
| 6M | -33.6% | +14.7% | -48.3% | -29.8% |
| YTD | -52.4% | +34.8% | -87.2% | -47.3% |
| 1Y | -35.9% | +42.9% | -78.8% | -28.7% |
| All | -35.9% | +43.7% | -79.6% | -28.7% |
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