+391.7%
APP vs FANG
+214.4%
+177.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.1% | +2.6% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -23.3% | +7.6% | -30.9% | -24.8% |
| 3M | -42.6% | -1.3% | -41.3% | -42.9% |
| 6M | -33.6% | +14.7% | -48.3% | -37.0% |
| YTD | -52.4% | +34.8% | -87.2% | -57.2% |
| 1Y | -35.9% | +42.9% | -78.8% | -43.7% |
| 3Y | +642.2% | +43.8% | +598.4% | +545.7% |
| 5Y | +311.1% | +225.8% | +85.3% | +209.1% |
| All | +391.7% | +214.4% | +177.3% | +267.0% |
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 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