+1,422.9%
FANG vs ACM
+218.5%
+1,204.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +3.3% |
| 7D | -0.4% | -3.7% | +3.3% | +1.8% |
| 30D | +2.4% | -12.7% | +15.1% | +9.6% |
| 3M | +4.9% | -9.8% | +14.7% | +8.7% |
| 6M | +12.0% | -31.4% | +43.4% | +35.7% |
| YTD | +37.1% | -32.1% | +69.2% | +64.2% |
| 1Y | +52.3% | -47.8% | +100.1% | +113.6% |
| 3Y | +45.0% | -22.1% | +67.0% | +50.9% |
| 5Y | +231.0% | +1.8% | +229.2% | +180.2% |
| 10Y | +177.5% | +132.5% | +44.9% | +48.8% |
| All | +1,422.9% | +218.5% | +1,204.4% | +647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling