+476.3%
ASX vs FANG
+43.6%
+432.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.1% | +3.3% |
| 7D | +11.1% | -0.4% | +11.5% | +11.2% |
| 30D | +9.6% | +2.4% | +7.2% | +9.0% |
| 3M | +18.6% | +4.9% | +13.7% | +17.1% |
| 6M | +92.1% | +12.0% | +80.1% | +85.2% |
| YTD | +158.5% | +37.1% | +121.4% | +133.9% |
| 1Y | +271.9% | +52.3% | +219.6% | +224.2% |
| All | +476.3% | +43.6% | +432.6% | +411.6% |
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 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