+186.7%
BA vs FANG
+1,253.6%
-1,066.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.1% |
| 7D | -0.6% | +2.1% | -2.7% | -1.2% |
| 30D | -8.0% | -7.5% | -0.6% | -6.1% |
| 3M | -25.8% | -8.2% | -17.6% | -24.3% |
| 6M | -27.6% | -6.4% | -21.2% | -27.4% |
| YTD | -21.0% | +24.1% | -45.1% | -28.2% |
| 1Y | -12.3% | +28.5% | -40.7% | -21.3% |
| 3Y | -12.8% | +29.8% | -42.6% | -23.9% |
| 5Y | -22.4% | +105.2% | -127.6% | -43.6% |
| 10Y | +24.6% | +152.6% | -128.0% | -34.5% |
| All | +186.7% | +1,253.6% | -1,066.9% | +26.1% |
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