+1,422.9%
FANG vs AG
-5.6%
+1,428.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +2.4% | +12.5% | -10.1% | +0.8% |
| 3M | +4.9% | +28.2% | -23.3% | +1.0% |
| 6M | +12.0% | -18.8% | +30.9% | +12.9% |
| YTD | +37.1% | +27.4% | +9.7% | +28.7% |
| 1Y | +52.3% | +132.2% | -79.9% | +30.3% |
| 3Y | +45.0% | +286.9% | -241.9% | +10.3% |
| 5Y | +231.0% | +72.8% | +158.2% | +172.9% |
| 10Y | +177.5% | +74.6% | +102.9% | +107.9% |
| All | +1,422.9% | -5.6% | +1,428.6% | +873.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling