+368.6%
ASX vs FANG
+31.5%
+337.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | +12.4% | +4.0% | +8.4% | +11.6% |
| 30D | -19.8% | -5.8% | -14.1% | -19.1% |
| 3M | -10.3% | -6.7% | -3.6% | -9.6% |
| 6M | +1.2% | -6.4% | +7.6% | +1.8% |
| YTD | +123.0% | +25.9% | +97.1% | +103.8% |
| 1Y | +145.4% | +31.1% | +114.3% | +120.9% |
| 3Y | +368.6% | +31.3% | +337.3% | +329.4% |
| All | +368.6% | +31.5% | +337.1% | +329.4% |
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