+181.9%
FANG vs ALM
+2,589.2%
-2,407.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | +2.9% | -11.8% | +14.7% | +3.1% |
| 30D | +2.6% | +7.8% | -5.2% | +2.4% |
| 3M | +7.6% | -9.3% | +16.8% | +7.6% |
| 6M | +17.3% | -30.5% | +47.8% | +17.7% |
| YTD | +38.7% | +75.8% | -37.1% | +35.1% |
| 1Y | +51.6% | +241.2% | -189.5% | +44.2% |
| 3Y | +50.0% | +1,872.6% | -1,822.7% | +31.5% |
| 5Y | +237.6% | +849.6% | -612.0% | +200.3% |
| All | +181.9% | +2,589.2% | -2,407.3% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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