+57.7%
AMGN vs FANG
+45.3%
+12.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -13.7% | +2.9% | -16.6% | -13.8% |
| 30D | -8.8% | +2.6% | -11.4% | -9.0% |
| 3M | +7.2% | +7.6% | -0.4% | +6.6% |
| 6M | +1.3% | +17.3% | -16.1% | -0.7% |
| YTD | +17.6% | +38.7% | -21.0% | +13.0% |
| 1Y | +37.2% | +51.6% | -14.5% | +30.0% |
| 3Y | +57.7% | +50.0% | +7.8% | +48.2% |
| All | +57.7% | +45.3% | +12.5% | +48.2% |
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