-91.6%
AMIX vs FANG
+32.3%
-123.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -10.4% |
| 7D | -25.1% | -11.3% | -13.8% | -38.2% |
| 30D | -54.5% | -0.7% | -53.9% | -54.2% |
| 3M | -91.7% | -4.2% | -87.6% | -92.3% |
| 6M | -79.4% | -13.5% | -66.0% | -81.8% |
| YTD | -86.1% | +23.7% | -109.8% | -85.5% |
| 1Y | -91.6% | +34.3% | -125.9% | -87.3% |
| All | -91.6% | +32.3% | -123.8% | -87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling