+46.9%
FANG vs AS
+104.6%
-57.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +1.2% | -3.9% | +5.1% | +1.5% |
| 30D | +2.4% | -19.0% | +21.4% | +4.1% |
| 3M | +5.1% | -18.8% | +23.9% | +6.4% |
| 6M | +16.4% | -21.0% | +37.4% | +17.6% |
| YTD | +39.0% | -26.6% | +65.6% | +41.6% |
| 1Y | +50.6% | -25.3% | +76.0% | +52.5% |
| All | +46.9% | +104.6% | -57.6% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling