-99.8%
AMIX vs FANG
+42.0%
-141.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | +0.4% |
| 7D | +1.6% | -0.4% | +1.9% | +1.4% |
| 30D | -50.8% | +2.4% | -53.2% | -50.1% |
| 3M | -46.3% | +4.9% | -51.2% | -45.2% |
| 6M | -49.9% | +12.0% | -61.9% | -49.4% |
| YTD | -60.4% | +37.1% | -97.5% | -60.9% |
| 1Y | -81.7% | +52.3% | -134.0% | -82.3% |
| All | -99.8% | +42.0% | -141.8% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling