-8.6%
PATH vs FANG
+26.3%
-34.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | -2.7% | -10.8% | +8.1% | -2.9% |
| 30D | -3.7% | -7.3% | +3.6% | -3.7% |
| 3M | -13.8% | -4.7% | -9.0% | -13.1% |
| 6M | +20.3% | -4.5% | +24.8% | +20.6% |
| YTD | -20.8% | +20.5% | -41.3% | -15.4% |
| All | -8.6% | +26.3% | -34.9% | -5.1% |
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