+181.9%
FANG vs AGI
+392.3%
-210.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +2.9% | -2.7% | +5.6% | +3.1% |
| 30D | +2.6% | +7.2% | -4.6% | +1.9% |
| 3M | +7.6% | +4.3% | +3.3% | +6.8% |
| 6M | +17.3% | -27.1% | +44.4% | +19.8% |
| YTD | +38.7% | -6.6% | +45.3% | +37.4% |
| 1Y | +51.6% | +9.5% | +42.1% | +47.1% |
| 3Y | +50.0% | +208.4% | -158.5% | +27.7% |
| 5Y | +237.6% | +401.6% | -164.1% | +170.0% |
| All | +181.9% | +392.3% | -210.4% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling