+225.6%
FANG vs BAH
+2.5%
+223.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | +4.3% | -1.4% | +2.2% |
| 30D | +2.6% | -2.5% | +5.1% | +2.9% |
| 3M | +7.6% | -0.9% | +8.5% | +7.4% |
| 6M | +17.3% | +1.5% | +15.9% | +16.4% |
| YTD | +38.7% | -8.0% | +46.6% | +38.8% |
| 1Y | +51.6% | -24.7% | +76.4% | +57.5% |
| 3Y | +50.0% | -28.4% | +78.4% | +46.8% |
| All | +225.6% | +2.5% | +223.1% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling