+4,028.2%
AMAT vs FANG
+1,273.9%
+2,754.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.1% |
| 7D | +11.4% | +4.0% | +7.3% | +10.3% |
| 30D | -17.0% | -5.8% | -11.3% | -15.9% |
| 3M | -30.6% | -6.7% | -23.9% | -29.8% |
| 6M | -14.9% | -6.4% | -8.5% | -14.4% |
| YTD | +44.7% | +25.9% | +18.7% | +33.5% |
| 1Y | +66.9% | +31.1% | +35.8% | +52.2% |
| 3Y | +153.3% | +31.3% | +121.9% | +127.7% |
| 5Y | +146.2% | +108.3% | +37.9% | +93.3% |
| 10Y | +1,330.3% | +156.4% | +1,173.9% | +793.2% |
| All | +4,028.2% | +1,273.9% | +2,754.3% | +1,761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling