+378.5%
APP vs FANG
+215.1%
+163.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | -10.0% | +6.8% | -16.8% | -11.5% |
| 3M | -44.6% | +1.3% | -45.9% | -45.3% |
| 6M | -37.9% | +11.8% | -49.7% | -40.6% |
| YTD | -53.7% | +35.1% | -88.8% | -58.4% |
| 1Y | -43.0% | +48.9% | -91.9% | -50.5% |
| 3Y | +640.8% | +42.8% | +597.9% | +545.4% |
| 5Y | +358.8% | +230.3% | +128.5% | +244.2% |
| All | +378.5% | +215.1% | +163.5% | +257.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling