+181.9%
FANG vs ACGL
+276.6%
-94.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +2.9% | -2.0% | +4.9% | +4.1% |
| 30D | +2.6% | -1.2% | +3.9% | +3.2% |
| 3M | +7.6% | +5.4% | +2.1% | +3.6% |
| 6M | +17.3% | +1.4% | +16.0% | +14.8% |
| YTD | +38.7% | +0.2% | +38.5% | +36.0% |
| 1Y | +51.6% | +4.1% | +47.5% | +44.7% |
| 3Y | +50.0% | +28.2% | +21.7% | +19.8% |
| 5Y | +237.6% | +159.5% | +78.1% | +58.5% |
| All | +181.9% | +276.6% | -94.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling