+268.6%
ARM vs FANG
+31.5%
+237.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.1% |
| 7D | +9.1% | +4.0% | +5.1% | +7.7% |
| 30D | -19.9% | -5.8% | -14.2% | -18.6% |
| 3M | -31.6% | -6.7% | -24.9% | -30.7% |
| 6M | -13.9% | -6.4% | -7.5% | -13.6% |
| YTD | +74.3% | +25.9% | +48.4% | +44.9% |
| 1Y | +35.8% | +31.1% | +4.7% | +9.7% |
| 3Y | +268.6% | +31.3% | +237.3% | +101.8% |
| All | +268.6% | +31.5% | +237.1% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling