+47.5%
ASML vs FANG
+30.5%
+17.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +0.2% |
| 7D | +4.9% | +4.0% | +0.9% | +5.8% |
| 30D | -9.3% | -5.8% | -3.5% | -10.4% |
| 3M | -19.0% | -6.7% | -12.3% | -19.8% |
| 6M | -5.2% | -6.4% | +1.2% | -5.7% |
| YTD | +40.6% | +25.9% | +14.7% | +50.7% |
| 1Y | +47.5% | +31.1% | +16.4% | +55.8% |
| All | +47.5% | +30.5% | +17.0% | +55.8% |
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 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