+380.2%
AMD vs FANG
+41.5%
+338.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +10.0% | -1.7% | +11.8% | +10.5% |
| 30D | +4.6% | +6.8% | -2.1% | +2.8% |
| 3M | +3.1% | +1.3% | +1.9% | +2.5% |
| 6M | +162.8% | +11.8% | +151.0% | +150.0% |
| YTD | +136.2% | +35.1% | +101.1% | +108.0% |
| 1Y | +234.0% | +48.9% | +185.1% | +181.1% |
| All | +380.2% | +41.5% | +338.7% | +321.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling