+42.9%
FANG vs AR
+22.7%
+20.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.8% | +2.5% | -1.7% | -0.3% |
| 30D | +7.6% | +14.8% | -7.2% | +1.1% |
| 3M | -1.3% | +6.2% | -7.5% | -4.3% |
| 6M | +14.7% | +4.3% | +10.4% | +12.0% |
| YTD | +34.8% | +14.4% | +20.4% | +27.3% |
| 1Y | +42.9% | +21.3% | +21.6% | +33.3% |
| All | +42.9% | +22.7% | +20.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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