-29.4%
AMT vs FANG
+232.6%
-262.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 6M | -0.8% | +17.3% | -18.1% | -1.8% |
| YTD | +3.3% | +38.7% | -35.4% | +1.3% |
| 1Y | -6.0% | +51.6% | -57.7% | -8.2% |
| 3Y | +9.6% | +50.0% | -40.4% | +5.0% |
| All | -29.4% | +232.6% | -262.0% | -33.8% |
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 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