+447.1%
ASX vs FANG
+228.0%
+219.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.6% | -3.6% |
| 7D | +6.5% | +1.2% | +5.3% | +6.2% |
| 30D | +3.1% | +2.4% | +0.7% | +2.5% |
| 3M | +17.4% | +5.1% | +12.3% | +15.5% |
| 6M | +85.4% | +16.4% | +69.0% | +76.5% |
| YTD | +150.1% | +39.0% | +111.1% | +125.9% |
| 1Y | +256.3% | +50.6% | +205.7% | +213.6% |
| 3Y | +446.9% | +46.9% | +399.9% | +374.8% |
| 5Y | +447.1% | +238.2% | +208.8% | +326.0% |
| All | +447.1% | +228.0% | +219.1% | +326.0% |
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