+1,701.6%
GOOGL vs FANG
+1,416.0%
+285.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -2.8% | +1.2% | -4.0% | -3.0% |
| 30D | -3.2% | +2.4% | -5.6% | -3.6% |
| 3M | -6.6% | +5.1% | -11.7% | -7.5% |
| 6M | +8.5% | +16.4% | -8.0% | +5.3% |
| YTD | +6.5% | +39.0% | -32.5% | +0.5% |
| 1Y | +39.4% | +50.6% | -11.2% | +29.7% |
| 3Y | +146.2% | +46.9% | +99.3% | +126.6% |
| 5Y | +138.3% | +238.2% | -99.9% | +89.6% |
| 10Y | +751.7% | +181.3% | +570.4% | +524.4% |
| All | +1,701.6% | +1,416.0% | +285.6% | +918.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling