+231.0%
FANG vs AMC
-99.5%
+330.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.6% |
| 7D | -0.4% | -6.8% | +6.4% | -0.2% |
| 30D | +2.4% | +1.7% | +0.7% | +2.3% |
| 3M | +4.9% | +26.8% | -21.9% | +3.7% |
| 6M | +12.0% | +117.7% | -105.7% | +8.3% |
| YTD | +37.1% | +57.7% | -20.6% | +33.9% |
| 1Y | +52.3% | -12.5% | +64.7% | +51.7% |
| 3Y | +45.0% | -65.7% | +110.7% | +46.4% |
| 5Y | +231.0% | -99.5% | +330.5% | +323.1% |
| All | +231.0% | -99.5% | +330.4% | +323.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling