+1,422.9%
FANG vs APD
+446.8%
+976.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -0.4% | -4.6% | +4.2% | +2.1% |
| 30D | +2.4% | -4.2% | +6.6% | +4.7% |
| 3M | +4.9% | +5.0% | -0.1% | +1.2% |
| 6M | +12.0% | +8.9% | +3.1% | +5.5% |
| YTD | +37.1% | +21.9% | +15.2% | +20.7% |
| 1Y | +52.3% | +5.6% | +46.7% | +44.1% |
| 3Y | +45.0% | +6.9% | +38.1% | +31.5% |
| 5Y | +231.0% | +25.3% | +205.6% | +162.6% |
| 10Y | +177.5% | +169.1% | +8.4% | +36.9% |
| All | +1,422.9% | +446.8% | +976.1% | +404.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling