+1,443.7%
FANG vs APTV
+86.5%
+1,357.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.1% |
| 7D | +1.2% | -1.8% | +3.0% | +1.9% |
| 30D | +2.4% | -7.9% | +10.3% | +5.9% |
| 3M | +5.1% | -29.9% | +35.0% | +21.3% |
| 6M | +16.4% | -36.6% | +53.0% | +37.9% |
| YTD | +39.0% | -40.0% | +78.9% | +67.3% |
| 1Y | +50.6% | -44.0% | +94.6% | +86.4% |
| 3Y | +46.9% | -54.5% | +101.5% | +89.2% |
| 5Y | +238.2% | -68.8% | +307.0% | +399.9% |
| 10Y | +181.3% | -16.9% | +198.2% | +133.1% |
| All | +1,443.7% | +86.5% | +1,357.2% | +802.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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