+226.2%
FANG vs ALC
-20.1%
+246.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.9% |
| 7D | +1.2% | -7.7% | +8.9% | +2.7% |
| 30D | +2.4% | -11.7% | +14.1% | +4.7% |
| 3M | +5.1% | +0.7% | +4.4% | +4.7% |
| 6M | +16.4% | -17.1% | +33.5% | +20.3% |
| YTD | +39.0% | -15.1% | +54.1% | +42.5% |
| 1Y | +50.6% | -14.1% | +64.7% | +53.7% |
| 3Y | +46.9% | -18.2% | +65.1% | +50.4% |
| All | +226.2% | -20.1% | +246.3% | +230.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling