+149.6%
GOOGL vs FANG
+45.3%
+104.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | 0.0% | +2.9% | -2.9% | -0.2% |
| 30D | -1.4% | +2.6% | -4.0% | -1.6% |
| 3M | -5.3% | +7.6% | -12.9% | -5.9% |
| 6M | +9.8% | +17.3% | -7.5% | +7.3% |
| YTD | +8.4% | +38.7% | -30.3% | +3.2% |
| 1Y | +41.2% | +51.6% | -10.5% | +32.3% |
| 3Y | +149.6% | +50.0% | +99.6% | +133.4% |
| All | +149.6% | +45.3% | +104.3% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling