+34.0%
FANG vs AUR
-10.8%
+44.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | -13.0% | -8.5% | -4.5% | -13.3% |
| 30D | -2.9% | -29.9% | +27.0% | -4.2% |
| 3M | -3.0% | -39.8% | +36.8% | -4.7% |
| 6M | -11.9% | -38.3% | +26.3% | -13.2% |
| YTD | +21.5% | +4.9% | +16.5% | +20.1% |
| 1Y | +34.0% | -9.6% | +43.6% | +33.4% |
| All | +34.0% | -10.8% | +44.8% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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