+34.0%
FANG vs AGI
+2.1%
+31.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -1.5% |
| 7D | -13.0% | +7.8% | -20.8% | -12.3% |
| 30D | -2.9% | -5.0% | +2.1% | -2.9% |
| 3M | -3.0% | -0.5% | -2.5% | -2.4% |
| 6M | -11.9% | -19.9% | +7.9% | -12.1% |
| YTD | +21.5% | -19.2% | +40.7% | +19.5% |
| 1Y | +34.0% | +0.6% | +33.4% | +28.0% |
| All | +34.0% | +2.1% | +31.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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