+50.3%
FANG vs AG
+260.2%
-209.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.2% | +1.6% |
| 7D | +1.2% | -5.8% | +7.0% | +1.5% |
| 30D | +2.4% | +6.4% | -4.0% | +2.0% |
| 3M | +5.1% | +28.4% | -23.3% | +3.5% |
| 6M | +16.4% | -24.5% | +40.9% | +18.2% |
| YTD | +39.0% | +21.2% | +17.8% | +34.5% |
| 1Y | +50.6% | +114.1% | -63.5% | +37.0% |
| All | +50.3% | +260.2% | -209.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling