+234.3%
AMT vs FANG
+1,373.6%
-1,139.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.2% | -1.7% | +1.6% | -0.1% |
| 30D | +1.8% | +6.8% | -4.9% | +1.4% |
| 3M | -6.2% | +1.3% | -7.5% | -6.3% |
| 6M | -5.0% | +11.8% | -16.8% | -5.9% |
| YTD | +2.1% | +35.1% | -33.0% | -0.1% |
| 1Y | -5.7% | +48.9% | -54.7% | -8.4% |
| 3Y | +7.9% | +42.8% | -34.9% | +4.1% |
| 5Y | -32.3% | +230.3% | -262.6% | -38.9% |
| 10Y | +95.0% | +167.0% | -72.0% | +64.5% |
| All | +234.3% | +1,373.6% | -1,139.3% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling