+34.3%
FANG vs APD
+36.4%
-2.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.1% |
| 7D | -11.3% | +3.8% | -15.1% | -11.6% |
| 30D | -0.7% | +14.1% | -14.8% | -2.0% |
| 3M | -4.2% | +8.2% | -12.4% | -4.9% |
| 6M | -13.5% | +7.5% | -21.0% | -13.7% |
| YTD | +23.7% | +31.7% | -7.9% | +18.9% |
| 1Y | +34.3% | +35.1% | -0.7% | +27.8% |
| All | +34.3% | +36.4% | -2.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling