+42.8%
FANG vs AS
+114.1%
-71.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +0.4% |
| 7D | -1.7% | -2.6% | +0.9% | -1.5% |
| 30D | +6.8% | -22.1% | +28.9% | +8.9% |
| 3M | +1.3% | -15.3% | +16.6% | +2.3% |
| 6M | +11.8% | -15.6% | +27.4% | +12.2% |
| YTD | +35.1% | -23.2% | +58.3% | +37.2% |
| 1Y | +48.9% | -21.7% | +70.6% | +50.2% |
| All | +42.8% | +114.1% | -71.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling