+17,329.6%
AMD vs FANG
+1,370.4%
+15,959.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.1% |
| 7D | +2.6% | +0.8% | +1.8% | +2.4% |
| 30D | -0.9% | +7.6% | -8.5% | -2.7% |
| 3M | -8.7% | -1.3% | -7.4% | -8.8% |
| 6M | +136.3% | +14.7% | +121.7% | +126.5% |
| YTD | +123.0% | +34.8% | +88.2% | +105.2% |
| 1Y | +195.2% | +42.9% | +152.2% | +167.2% |
| 3Y | +336.3% | +43.8% | +292.6% | +290.0% |
| 5Y | +334.5% | +225.8% | +108.6% | +222.1% |
| 10Y | +6,259.1% | +171.9% | +6,087.3% | +4,261.3% |
| All | +17,329.6% | +1,370.4% | +15,959.1% | +6,240.0% |
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 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