+1,422.9%
FANG vs BAH
+765.2%
+657.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | +2.4% | -6.6% | +9.0% | +3.8% |
| 3M | +4.9% | -7.2% | +12.0% | +6.1% |
| 6M | +12.0% | -10.0% | +22.0% | +13.7% |
| YTD | +37.1% | -12.5% | +49.5% | +38.8% |
| 1Y | +52.3% | -27.9% | +80.2% | +60.8% |
| 3Y | +45.0% | -31.4% | +76.4% | +48.8% |
| 5Y | +231.0% | -3.2% | +234.2% | +204.6% |
| 10Y | +177.5% | +191.5% | -14.0% | +97.1% |
| All | +1,422.9% | +765.2% | +657.7% | +780.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling