+115.6%
ASML vs FANG
+225.3%
-109.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +6.0% | -1.7% | +7.7% | +6.4% |
| 30D | +1.4% | +6.8% | -5.4% | -0.2% |
| 3M | +1.0% | +1.3% | -0.3% | +0.4% |
| 6M | +37.0% | +11.8% | +25.2% | +31.6% |
| YTD | +65.8% | +35.1% | +30.7% | +50.7% |
| 1Y | +123.1% | +48.9% | +74.2% | +96.3% |
| 3Y | +188.2% | +42.8% | +145.3% | +152.1% |
| 5Y | +115.6% | +230.3% | -114.7% | +76.6% |
| All | +115.6% | +225.3% | -109.7% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling