+673.6%
FANG vs ALM
+8,043.4%
-7,369.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.5% |
| 7D | -0.4% | +3.6% | -4.0% | -0.4% |
| 30D | +2.4% | +33.8% | -31.4% | +2.3% |
| 3M | +4.9% | +14.8% | -9.9% | +4.8% |
| 6M | +12.0% | -7.0% | +19.0% | +12.0% |
| YTD | +37.1% | +108.1% | -71.0% | +36.6% |
| 1Y | +52.3% | +313.8% | -261.5% | +51.3% |
| 3Y | +45.0% | +2,227.6% | -2,182.7% | +42.9% |
| 5Y | +231.0% | +956.6% | -725.7% | +226.8% |
| 10Y | +177.5% | +3,082.3% | -2,904.8% | +172.5% |
| All | +673.6% | +8,043.4% | -7,369.8% | +647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling