+228.1%
AMAT vs FANG
+42.8%
+185.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +7.0% | -1.7% | +8.7% | +7.4% |
| 30D | -12.2% | +6.8% | -19.0% | -13.6% |
| 3M | -3.8% | +1.3% | -5.1% | -4.4% |
| 6M | +45.9% | +11.8% | +34.1% | +39.7% |
| YTD | +84.6% | +35.1% | +49.6% | +65.2% |
| 1Y | +193.4% | +48.9% | +144.4% | +151.6% |
| 3Y | +228.1% | +42.8% | +185.3% | +197.2% |
| All | +228.1% | +42.8% | +185.3% | +197.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling