+61.4%
AMAT vs FANG
+32.3%
+29.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -4.3% |
| 7D | -11.2% | -11.3% | +0.1% | -13.5% |
| 30D | -31.9% | -0.7% | -31.2% | -31.6% |
| 3M | -32.3% | -4.2% | -28.2% | -32.2% |
| 6M | -5.4% | -13.5% | +8.1% | -7.7% |
| YTD | +44.3% | +23.7% | +20.5% | +57.8% |
| 1Y | +61.4% | +34.3% | +27.0% | +84.8% |
| All | +61.4% | +32.3% | +29.1% | +84.8% |
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