+64.9%
ARM vs FANG
+53.5%
+11.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -3.5% |
| 7D | +4.8% | +1.2% | +3.6% | +5.1% |
| 30D | -5.5% | +2.4% | -7.9% | -4.9% |
| 3M | -17.3% | +5.1% | -22.4% | -15.3% |
| 6M | +110.9% | +16.4% | +94.4% | +113.4% |
| YTD | +132.5% | +39.0% | +93.6% | +130.0% |
| 1Y | +64.9% | +50.6% | +14.3% | +60.9% |
| All | +64.9% | +53.5% | +11.4% | +60.9% |
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