+1,978.6%
AMZN vs FANG
+1,416.0%
+562.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | -7.5% | +2.4% | -9.9% | -7.8% |
| 3M | +5.8% | +5.1% | +0.8% | +4.9% |
| 6M | +17.5% | +16.4% | +1.1% | +14.5% |
| YTD | +9.1% | +39.0% | -29.8% | +3.7% |
| 1Y | +9.4% | +50.6% | -41.3% | +2.6% |
| 3Y | +82.2% | +46.9% | +35.3% | +69.9% |
| 5Y | +45.2% | +238.2% | -193.0% | +20.5% |
| 10Y | +562.7% | +181.3% | +381.5% | +430.7% |
| All | +1,978.6% | +1,416.0% | +562.7% | +992.2% |
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