+50.3%
FANG vs ACGL
+30.5%
+19.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +1.2% | -3.6% | +4.8% | +1.9% |
| 30D | +2.4% | -2.1% | +4.5% | +2.8% |
| 3M | +5.1% | +5.4% | -0.3% | +3.7% |
| 6M | +16.4% | 0.0% | +16.4% | +16.0% |
| YTD | +39.0% | +0.3% | +38.7% | +38.1% |
| 1Y | +50.6% | +6.2% | +44.4% | +47.1% |
| All | +50.3% | +30.5% | +19.8% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling