+1,400.5%
FANG vs ACGL
+598.3%
+802.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +1.6% |
| 7D | -1.7% | -2.9% | +1.2% | -0.1% |
| 30D | +6.8% | -2.8% | +9.6% | +8.4% |
| 3M | +1.3% | +6.8% | -5.5% | -3.2% |
| 6M | +11.8% | -1.5% | +13.3% | +11.2% |
| YTD | +35.1% | -0.2% | +35.3% | +32.7% |
| 1Y | +48.9% | +5.3% | +43.6% | +41.1% |
| 3Y | +42.8% | +30.3% | +12.5% | +13.1% |
| 5Y | +230.3% | +151.8% | +78.5% | +60.9% |
| 10Y | +167.0% | +266.9% | -99.8% | +10.2% |
| All | +1,400.5% | +598.3% | +802.2% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling