+1,443.7%
FANG vs APA
-29.1%
+1,472.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +1.2% | +0.8% | +0.4% | +0.6% |
| 30D | +2.4% | +9.6% | -7.2% | -3.7% |
| 3M | +5.1% | +18.0% | -12.9% | -6.0% |
| 6M | +16.4% | +41.9% | -25.5% | -8.5% |
| YTD | +39.0% | +86.3% | -47.4% | -8.8% |
| 1Y | +50.6% | +97.9% | -47.2% | -6.2% |
| 3Y | +46.9% | +12.8% | +34.1% | +24.5% |
| 5Y | +238.2% | +177.2% | +61.0% | +51.8% |
| 10Y | +181.3% | -3.3% | +184.6% | +90.8% |
| All | +1,443.7% | -29.1% | +1,472.7% | +1,153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling