+2,035.6%
ASX vs FANG
+1,373.6%
+662.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +6.3% | -1.7% | +8.0% | +6.6% |
| 30D | +6.4% | +6.8% | -0.3% | +5.1% |
| 3M | +13.1% | +1.3% | +11.9% | +12.4% |
| 6M | +90.3% | +11.8% | +78.5% | +85.0% |
| YTD | +149.6% | +35.1% | +114.6% | +133.8% |
| 1Y | +249.2% | +48.9% | +200.2% | +220.6% |
| 3Y | +445.9% | +42.8% | +403.1% | +399.8% |
| 5Y | +477.7% | +230.3% | +247.4% | +352.8% |
| 10Y | +913.4% | +167.0% | +746.4% | +615.6% |
| All | +2,035.6% | +1,373.6% | +662.0% | +1,144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling