+390.9%
AMD vs FANG
+238.1%
+152.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.6% |
| 7D | +14.0% | -0.4% | +14.4% | +14.1% |
| 30D | +11.0% | +2.4% | +8.6% | +10.1% |
| 3M | +9.6% | +4.9% | +4.7% | +7.5% |
| 6M | +157.1% | +12.0% | +145.1% | +144.1% |
| YTD | +143.3% | +37.1% | +106.2% | +114.2% |
| 1Y | +234.4% | +52.3% | +182.2% | +182.1% |
| 3Y | +391.2% | +45.0% | +346.2% | +310.5% |
| 5Y | +390.9% | +231.0% | +159.9% | +241.5% |
| All | +390.9% | +238.1% | +152.8% | +241.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling