+225.6%
FANG vs AG
+63.6%
+161.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | +2.9% | -6.7% | +9.6% | +3.5% |
| 30D | +2.6% | +2.2% | +0.4% | +2.2% |
| 3M | +7.6% | +15.7% | -8.1% | +5.5% |
| 6M | +17.3% | -23.8% | +41.1% | +19.3% |
| YTD | +38.7% | +17.6% | +21.0% | +32.0% |
| 1Y | +51.6% | +88.6% | -37.0% | +34.0% |
| 3Y | +50.0% | +253.4% | -203.5% | +14.3% |
| All | +225.6% | +63.6% | +161.9% | +200.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling