+181.9%
FANG vs AMC
-98.9%
+280.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.4% |
| 7D | +2.9% | -7.2% | +10.1% | +3.2% |
| 30D | +2.6% | -2.8% | +5.4% | +2.7% |
| 3M | +7.6% | +7.9% | -0.3% | +6.6% |
| 6M | +17.3% | +119.6% | -102.3% | +12.3% |
| YTD | +38.7% | +57.7% | -19.0% | +34.4% |
| 1Y | +51.6% | -12.1% | +63.8% | +50.3% |
| 3Y | +50.0% | -66.5% | +116.4% | +50.2% |
| 5Y | +237.6% | -99.5% | +337.1% | +281.6% |
| All | +181.9% | -98.9% | +280.9% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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