+42.9%
FANG vs BAH
-28.2%
+71.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.7% |
| 7D | +0.8% | -3.2% | +4.0% | +1.0% |
| 30D | +7.6% | +2.0% | +5.6% | +7.5% |
| 3M | -1.3% | -7.6% | +6.3% | -0.8% |
| 6M | +14.7% | -5.7% | +20.3% | +15.0% |
| YTD | +34.8% | -11.7% | +46.5% | +34.3% |
| 1Y | +42.9% | -27.4% | +70.3% | +50.3% |
| All | +42.9% | -28.2% | +71.2% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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