+46.1%
ASML vs FANG
+32.3%
+13.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -4.7% |
| 7D | -10.0% | -11.3% | +1.3% | -12.5% |
| 30D | -19.4% | -0.7% | -18.8% | -19.1% |
| 3M | -12.5% | -4.2% | -8.3% | -12.6% |
| 6M | +8.2% | -13.5% | +21.7% | +4.7% |
| YTD | +40.7% | +23.7% | +17.0% | +51.4% |
| 1Y | +46.1% | +34.3% | +11.8% | +57.9% |
| All | +46.1% | +32.3% | +13.9% | +57.9% |
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