+161.0%
FANG vs ALC
+16.1%
+144.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +2.9% | -6.3% | +9.2% | +5.5% |
| 30D | +2.6% | -10.3% | +12.9% | +6.9% |
| 3M | +7.6% | -0.7% | +8.3% | +7.3% |
| 6M | +17.3% | -17.8% | +35.2% | +25.2% |
| YTD | +38.7% | -15.8% | +54.5% | +45.8% |
| 1Y | +51.6% | -16.7% | +68.4% | +59.6% |
| 3Y | +50.0% | -19.7% | +69.7% | +55.6% |
| 5Y | +237.6% | -19.8% | +257.4% | +241.4% |
| All | +161.0% | +16.1% | +144.9% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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