+501.2%
FANG vs AR
-27.8%
+529.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.6% |
| 7D | -1.7% | -1.8% | +0.1% | -1.0% |
| 30D | +6.8% | +12.6% | -5.8% | +1.5% |
| 3M | +1.3% | +10.0% | -8.7% | -2.8% |
| 6M | +11.8% | +0.6% | +11.2% | +11.1% |
| YTD | +35.1% | +13.4% | +21.7% | +27.1% |
| 1Y | +48.9% | +21.7% | +27.2% | +35.2% |
| 3Y | +42.8% | +45.8% | -3.0% | +15.7% |
| 5Y | +230.3% | +144.3% | +86.0% | +105.0% |
| 10Y | +167.0% | +41.8% | +125.2% | +76.8% |
| All | +501.2% | -27.8% | +529.0% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling