-99.9%
AMIX vs FANG
+26.8%
-126.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.6% | -21.6% | -19.3% |
| 7D | -8.1% | -1.0% | -7.0% | -8.3% |
| 30D | -52.3% | -7.2% | -45.0% | -53.5% |
| 3M | -83.8% | -9.8% | -74.0% | -84.3% |
| 6M | -79.0% | -6.7% | -72.2% | -79.4% |
| YTD | -87.2% | +22.4% | -109.6% | -87.8% |
| 1Y | -91.7% | +25.1% | -116.8% | -92.2% |
| All | -99.9% | +26.8% | -126.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling