+1,616.4%
AMAT vs FANG
+182.5%
+1,433.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +0.4% | +2.9% | -2.5% | -0.3% |
| 30D | -16.6% | +2.6% | -19.3% | -17.2% |
| 3M | -17.3% | +7.6% | -24.9% | -19.3% |
| 6M | +30.3% | +17.3% | +13.0% | +23.5% |
| YTD | +78.3% | +38.7% | +39.6% | +60.8% |
| 1Y | +169.8% | +51.6% | +118.1% | +136.7% |
| 3Y | +218.5% | +50.0% | +168.6% | +176.4% |
| 5Y | +247.7% | +237.6% | +10.1% | +140.4% |
| All | +1,616.4% | +182.5% | +1,433.9% | +963.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling