+52.5%
FANG vs ADVB
-88.9%
+141.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.8% | +1.3% |
| 7D | +1.2% | -5.9% | +7.1% | +1.3% |
| 30D | +2.4% | +13.9% | -11.5% | +2.1% |
| 3M | +5.1% | +127.3% | -122.3% | +3.4% |
| 6M | +16.4% | +77.0% | -60.6% | +14.1% |
| YTD | +39.0% | +51.5% | -12.6% | +36.5% |
| 1Y | +50.6% | -11.3% | +62.0% | +50.7% |
| All | +52.5% | -88.9% | +141.4% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling