+71.6%
AMAT vs FANG
+28.6%
+43.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.3% |
| 7D | +19.3% | +2.1% | +17.2% | +19.8% |
| 30D | -17.9% | -7.5% | -10.5% | -19.1% |
| 3M | -30.4% | -8.2% | -22.2% | -31.1% |
| 6M | -11.4% | -6.4% | -5.0% | -10.9% |
| YTD | +48.8% | +24.1% | +24.7% | +59.9% |
| All | +71.6% | +28.6% | +43.0% | +80.6% |
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