+8,378.1%
AMD vs FANG
+183.1%
+8,195.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.6% |
| 7D | +10.4% | +1.2% | +9.2% | +10.1% |
| 30D | +6.2% | +2.4% | +3.8% | +5.6% |
| 3M | +11.3% | +5.1% | +6.2% | +9.7% |
| 6M | +147.8% | +16.4% | +131.4% | +137.5% |
| YTD | +135.2% | +39.0% | +96.2% | +116.1% |
| 1Y | +215.7% | +50.6% | +165.0% | +184.3% |
| 3Y | +374.7% | +46.9% | +327.8% | +325.5% |
| 5Y | +378.7% | +238.2% | +140.5% | +263.8% |
| All | +8,378.1% | +183.1% | +8,195.1% | +6,609.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling