+1,440.5%
FANG vs AU
+269.9%
+1,170.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.9% | -4.3% | +7.1% | +3.2% |
| 30D | +2.6% | +7.3% | -4.7% | +1.9% |
| 3M | +7.6% | +26.3% | -18.8% | +5.3% |
| 6M | +17.3% | +1.8% | +15.6% | +16.0% |
| YTD | +38.7% | +26.8% | +11.9% | +33.8% |
| 1Y | +51.6% | +66.7% | -15.0% | +42.1% |
| 3Y | +50.0% | +579.1% | -529.1% | +20.5% |
| 5Y | +237.6% | +689.3% | -451.8% | +164.2% |
| 10Y | +180.7% | +686.6% | -505.9% | +109.3% |
| All | +1,440.5% | +269.9% | +1,170.6% | +1,100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling