+25.1%
FANG vs AS
+2.8%
+22.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +0.9% |
| 7D | -1.0% | -3.0% | +2.0% | -1.9% |
| 30D | -7.2% | +9.6% | -16.8% | -4.7% |
| 3M | -9.8% | -8.2% | -1.6% | -11.0% |
| 6M | -6.7% | -9.9% | +3.2% | -7.8% |
| YTD | +22.4% | -16.8% | +39.2% | +22.1% |
| 1Y | +25.1% | +3.0% | +22.1% | +23.8% |
| All | +25.1% | +2.8% | +22.3% | +23.8% |
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 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