+34.3%
FANG vs AS
+3.3%
+31.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.1% | -10.0% | -3.5% |
| 7D | -11.3% | +13.8% | -25.1% | -8.0% |
| 30D | -0.7% | +16.7% | -17.3% | +3.9% |
| 3M | -4.2% | -11.5% | +7.4% | -6.3% |
| 6M | -13.5% | -5.5% | -8.0% | -13.4% |
| YTD | +23.7% | -14.2% | +37.9% | +24.4% |
| 1Y | +34.3% | +2.1% | +32.3% | +36.0% |
| All | +34.3% | +3.3% | +31.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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