+19,391.2%
AMD vs FANG
+1,273.9%
+18,117.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -9.1% |
| 7D | +18.9% | +4.0% | +14.9% | +17.9% |
| 30D | -6.4% | -5.8% | -0.7% | -5.4% |
| 3M | +10.6% | -6.7% | +17.3% | +11.8% |
| 6M | +19.9% | -6.4% | +26.3% | +20.6% |
| YTD | +149.4% | +25.9% | +123.4% | +132.0% |
| 1Y | +115.4% | +31.1% | +84.3% | +98.2% |
| 3Y | +357.3% | +31.3% | +325.9% | +315.9% |
| 5Y | +261.1% | +108.3% | +152.8% | +192.8% |
| 10Y | +7,883.0% | +156.4% | +7,726.6% | +5,457.0% |
| All | +19,391.2% | +1,273.9% | +18,117.3% | +7,068.7% |
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