+1.2%
ASX vs FANG
-5.0%
+6.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -1.9% |
| 7D | +12.4% | +4.0% | +8.4% | +12.8% |
| 30D | -19.8% | -5.8% | -14.1% | -20.7% |
| 3M | -10.3% | -6.7% | -3.6% | -11.2% |
| 6M | +1.2% | -6.4% | +7.6% | +5.5% |
| All | +1.2% | -5.0% | +6.2% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling