+50.4%
FANG vs ADVB
-89.4%
+139.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.8% | +1.6% |
| 7D | -0.4% | -13.0% | +12.6% | -0.2% |
| 30D | +2.4% | +7.5% | -5.1% | +2.2% |
| 3M | +4.9% | +129.1% | -124.2% | +3.2% |
| 6M | +12.0% | +71.7% | -59.7% | +9.8% |
| YTD | +37.1% | +45.5% | -8.5% | +34.7% |
| 1Y | +52.3% | -2.7% | +55.0% | +51.0% |
| All | +50.4% | -89.4% | +139.8% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling