+31.1%
FANG vs ADVB
-72.7%
+103.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.6% | +25.1% | +1.6% |
| 7D | +4.0% | +27.8% | -23.8% | +3.7% |
| 30D | -5.8% | -50.8% | +45.0% | -5.6% |
| 3M | -6.7% | -70.5% | +63.8% | -6.1% |
| 6M | -6.4% | -46.7% | +40.3% | -4.3% |
| YTD | +25.9% | -56.7% | +82.6% | +28.4% |
| 1Y | +31.1% | -71.8% | +102.9% | +39.5% |
| All | +31.1% | -72.7% | +103.8% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling