+262.0%
AMAT vs FANG
+238.1%
+23.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +6.9% | -0.4% | +7.3% | +7.0% |
| 30D | -10.1% | +2.4% | -12.5% | -10.8% |
| 3M | -6.0% | +4.9% | -10.9% | -7.8% |
| 6M | +38.6% | +12.0% | +26.6% | +32.1% |
| YTD | +83.1% | +37.1% | +46.0% | +62.4% |
| 1Y | +188.3% | +52.3% | +136.1% | +145.6% |
| 3Y | +225.3% | +45.0% | +180.4% | +176.0% |
| 5Y | +262.0% | +231.0% | +31.0% | +144.6% |
| All | +262.0% | +238.1% | +23.9% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling