+42.9%
FANG vs AU
+100.5%
-57.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -2.1% |
| 7D | +0.8% | -3.6% | +4.4% | +0.4% |
| 30D | +7.6% | +23.9% | -16.3% | +10.2% |
| 3M | -1.3% | +19.1% | -20.4% | +1.1% |
| 6M | +14.7% | -0.2% | +14.8% | +17.8% |
| YTD | +34.8% | +32.5% | +2.3% | +37.8% |
| 1Y | +42.9% | +96.9% | -54.0% | +55.2% |
| All | +42.9% | +100.5% | -57.5% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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