+181.9%
FANG vs APD
+166.7%
+15.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +2.9% | -3.3% | +6.2% | +4.6% |
| 30D | +2.6% | -4.2% | +6.8% | +4.7% |
| 3M | +7.6% | +5.4% | +2.1% | +3.8% |
| 6M | +17.3% | +6.3% | +11.1% | +12.3% |
| YTD | +38.7% | +20.3% | +18.3% | +23.6% |
| 1Y | +51.6% | +1.6% | +50.1% | +47.1% |
| 3Y | +50.0% | +4.0% | +46.0% | +39.1% |
| 5Y | +237.6% | +23.3% | +214.2% | +171.7% |
| All | +181.9% | +166.7% | +15.3% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling