+21,261.3%
AMD vs FANG
+1,253.6%
+20,007.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.5% | +5.6% |
| 7D | +44.7% | +2.1% | +42.6% | +44.1% |
| 30D | -3.3% | -7.5% | +4.1% | -1.8% |
| 3M | +21.2% | -8.2% | +29.4% | +23.0% |
| 6M | +30.6% | -6.4% | +37.0% | +31.4% |
| YTD | +173.3% | +24.1% | +149.2% | +155.1% |
| 1Y | +126.1% | +28.5% | +97.6% | +109.1% |
| 3Y | +393.5% | +29.8% | +363.8% | +350.2% |
| 5Y | +295.8% | +105.2% | +190.5% | +222.1% |
| 10Y | +8,648.9% | +152.6% | +8,496.3% | +6,011.9% |
| All | +21,261.3% | +1,253.6% | +20,007.7% | +7,784.6% |
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