+4,966.5%
AMAT vs FANG
+1,370.4%
+3,596.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.8% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | -14.8% | +7.6% | -22.4% | -16.5% |
| 3M | -9.3% | -1.3% | -8.0% | -9.4% |
| 6M | +27.4% | +14.7% | +12.7% | +21.5% |
| YTD | +77.6% | +34.8% | +42.8% | +61.9% |
| 1Y | +188.9% | +42.9% | +146.0% | +158.5% |
| 3Y | +202.3% | +43.8% | +158.5% | +166.5% |
| 5Y | +248.9% | +225.8% | +23.1% | +146.3% |
| 10Y | +1,585.2% | +171.9% | +1,413.3% | +937.5% |
| All | +4,966.5% | +1,370.4% | +3,596.1% | +2,157.1% |
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