-55.4%
APP vs FANG
+32.3%
-87.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.9% | +15.6% | +8.4% |
| 7D | +4.5% | -11.3% | +15.8% | -0.2% |
| 30D | -3.6% | -0.7% | -3.0% | -3.6% |
| 3M | -35.3% | -4.2% | -31.1% | -35.4% |
| 6M | -42.8% | -13.5% | -29.3% | -43.4% |
| YTD | -59.7% | +23.7% | -83.4% | -54.5% |
| 1Y | -55.4% | +34.3% | -89.7% | -51.5% |
| All | -55.4% | +32.3% | -87.6% | -51.5% |
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