+115.4%
AMD vs FANG
+30.5%
+84.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -8.5% |
| 7D | +18.9% | +4.0% | +14.9% | +19.8% |
| 30D | -6.4% | -5.8% | -0.7% | -7.4% |
| 3M | +10.6% | -6.7% | +17.3% | +9.7% |
| 6M | +19.9% | -6.4% | +26.3% | +20.2% |
| YTD | +149.4% | +25.9% | +123.4% | +147.6% |
| 1Y | +115.4% | +31.1% | +84.3% | +104.3% |
| All | +115.4% | +30.5% | +84.9% | +104.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling