+42.9%
FANG vs ACM
-45.8%
+88.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.9% |
| 7D | +0.8% | -3.7% | +4.5% | +0.6% |
| 30D | +7.6% | -11.1% | +18.7% | +7.0% |
| 3M | -1.3% | -8.0% | +6.7% | -1.6% |
| 6M | +14.7% | -29.7% | +44.3% | +14.4% |
| YTD | +34.8% | -29.4% | +64.2% | +34.2% |
| 1Y | +42.9% | -46.4% | +89.4% | +47.2% |
| All | +42.9% | -45.8% | +88.7% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling