+181.9%
FANG vs AR
+41.9%
+140.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | +2.9% | -2.5% | +5.4% | +4.0% |
| 30D | +2.6% | +2.5% | +0.1% | +1.5% |
| 3M | +7.6% | +12.3% | -4.7% | +2.4% |
| 6M | +17.3% | -3.1% | +20.4% | +18.6% |
| YTD | +38.7% | +11.5% | +27.2% | +31.5% |
| 1Y | +51.6% | +17.0% | +34.6% | +40.0% |
| 3Y | +50.0% | +47.3% | +2.7% | +21.3% |
| 5Y | +237.6% | +141.2% | +96.3% | +112.3% |
| All | +181.9% | +41.9% | +140.0% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling