+34.3%
FANG vs AU
+42.5%
-8.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.0% | -12.9% | -4.0% |
| 7D | -11.3% | +0.8% | -12.1% | -11.0% |
| 30D | -0.7% | -7.0% | +6.3% | -1.1% |
| 3M | -4.2% | +8.5% | -12.7% | -2.1% |
| 6M | -13.5% | -1.3% | -12.2% | -12.0% |
| YTD | +23.7% | +6.8% | +17.0% | +26.1% |
| 1Y | +34.3% | +44.6% | -10.3% | +35.1% |
| All | +34.3% | +42.5% | -8.2% | +35.1% |
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