+556.3%
AMGN vs FANG
+1,412.9%
-856.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -13.7% | +2.9% | -16.6% | -13.9% |
| 30D | -8.8% | +2.6% | -11.4% | -9.0% |
| 3M | +7.2% | +7.6% | -0.4% | +6.3% |
| 6M | +1.3% | +17.3% | -16.1% | -0.7% |
| YTD | +17.6% | +38.7% | -21.0% | +13.3% |
| 1Y | +37.2% | +51.6% | -14.5% | +30.7% |
| 3Y | +57.7% | +50.0% | +7.8% | +49.1% |
| 5Y | +106.3% | +237.6% | -131.3% | +75.8% |
| 10Y | +205.3% | +180.7% | +24.6% | +145.8% |
| All | +556.3% | +1,412.9% | -856.5% | +318.5% |
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 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