+27.4%
FANG vs AS
+137.8%
-110.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.1% |
| 7D | -7.4% | +4.5% | -11.9% | -7.7% |
| 30D | -7.3% | +13.2% | -20.5% | -8.1% |
| 3M | -10.0% | -11.9% | +1.9% | -9.1% |
| 6M | -4.6% | -11.6% | +7.0% | -3.9% |
| YTD | +20.5% | -14.7% | +35.2% | +21.4% |
| 1Y | +26.0% | +5.7% | +20.3% | +22.0% |
| All | +27.4% | +137.8% | -110.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling