+1,443.7%
FANG vs A
+496.6%
+947.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +1.2% | -4.6% | +5.8% | +3.2% |
| 30D | +2.4% | -4.3% | +6.6% | +4.1% |
| 3M | +5.1% | +8.9% | -3.9% | +0.6% |
| 6M | +16.4% | +24.5% | -8.1% | +3.2% |
| YTD | +39.0% | +5.8% | +33.1% | +32.1% |
| 1Y | +50.6% | +16.2% | +34.4% | +35.9% |
| 3Y | +46.9% | +28.5% | +18.5% | +20.8% |
| 5Y | +238.2% | -16.3% | +254.6% | +236.3% |
| 10Y | +181.3% | +244.9% | -63.7% | +21.7% |
| All | +1,443.7% | +496.6% | +947.1% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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