+231.0%
FANG vs ACGL
+152.7%
+78.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -0.4% | -2.1% | +1.7% | +0.3% |
| 30D | +2.4% | -2.2% | +4.6% | +3.1% |
| 3M | +4.9% | +6.3% | -1.4% | +2.2% |
| 6M | +12.0% | +0.5% | +11.5% | +10.9% |
| YTD | +37.1% | +0.2% | +36.9% | +35.6% |
| 1Y | +52.3% | +7.3% | +45.0% | +46.1% |
| 3Y | +45.0% | +30.8% | +14.1% | +24.0% |
| 5Y | +231.0% | +155.8% | +75.2% | +83.4% |
| All | +231.0% | +152.7% | +78.3% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling