+106.2%
AMT vs FANG
+182.5%
-76.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +1.1% | +2.9% | -1.7% | +1.0% |
| 30D | +4.4% | +2.6% | +1.7% | +4.2% |
| 3M | -5.2% | +7.6% | -12.7% | -5.6% |
| 6M | -0.8% | +17.3% | -18.1% | -1.8% |
| YTD | +3.3% | +38.7% | -35.4% | +1.4% |
| 1Y | -6.0% | +51.6% | -57.7% | -8.2% |
| 3Y | +9.6% | +50.0% | -40.4% | +6.2% |
| 5Y | -29.2% | +237.6% | -266.8% | -34.8% |
| All | +106.2% | +182.5% | -76.3% | +76.8% |
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