+48.5%
AMZN vs FANG
+232.6%
-184.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -0.7% | +2.9% | -3.6% | -1.2% |
| 30D | -3.9% | +2.6% | -6.5% | -4.4% |
| 3M | +6.3% | +7.6% | -1.3% | +4.7% |
| 6M | +20.8% | +17.3% | +3.4% | +16.3% |
| YTD | +11.2% | +38.7% | -27.4% | +3.3% |
| 1Y | +11.7% | +51.6% | -40.0% | +1.4% |
| 3Y | +79.4% | +50.0% | +29.5% | +60.7% |
| All | +48.5% | +232.6% | -184.0% | +18.4% |
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