+3.6%
GOOG vs FANG
+32.3%
-28.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.2% | +2.2% |
| 7D | -10.7% | -11.3% | +0.6% | -12.7% |
| 30D | -16.4% | -0.7% | -15.8% | -16.3% |
| 3M | -23.4% | -4.2% | -19.2% | -23.6% |
| 6M | -24.2% | -13.5% | -10.8% | -25.8% |
| YTD | -8.3% | +23.7% | -32.0% | -6.4% |
| 1Y | +3.6% | +34.3% | -30.7% | +10.8% |
| All | +3.6% | +32.3% | -28.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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