+181.9%
FANG vs APA
-2.4%
+184.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | +2.9% | +4.6% | -1.7% | -0.1% |
| 30D | +2.6% | +11.9% | -9.3% | -4.7% |
| 3M | +7.6% | +22.5% | -14.9% | -6.1% |
| 6M | +17.3% | +37.5% | -20.2% | -6.1% |
| YTD | +38.7% | +87.2% | -48.5% | -9.6% |
| 1Y | +51.6% | +101.4% | -49.8% | -7.0% |
| 3Y | +50.0% | +16.9% | +33.1% | +23.9% |
| 5Y | +237.6% | +178.4% | +59.1% | +49.5% |
| All | +181.9% | -2.4% | +184.3% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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