+267.5%
ASX vs FANG
+43.7%
+223.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | 0.0% |
| 7D | -0.7% | +0.8% | -1.5% | -0.6% |
| 30D | +2.0% | +7.6% | -5.6% | +3.0% |
| 3M | -1.3% | -1.3% | 0.0% | -0.3% |
| 6M | +71.4% | +14.7% | +56.8% | +74.3% |
| YTD | +135.3% | +34.8% | +100.5% | +138.7% |
| 1Y | +267.5% | +42.9% | +224.6% | +274.5% |
| All | +267.5% | +43.7% | +223.7% | +274.5% |
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