+428.3%
FANG vs AMC
-97.6%
+526.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.6% |
| 7D | +4.0% | +3.5% | +0.5% | +3.8% |
| 30D | -5.8% | +12.5% | -18.2% | -6.3% |
| 3M | -6.7% | +23.6% | -30.3% | -7.8% |
| 6M | -6.4% | +144.4% | -150.8% | -11.0% |
| YTD | +25.9% | +108.3% | -82.4% | +20.0% |
| 1Y | +31.1% | +38.9% | -7.8% | +27.1% |
| 3Y | +31.3% | -58.9% | +90.2% | +30.6% |
| 5Y | +108.3% | -99.2% | +207.5% | +132.9% |
| 10Y | +156.4% | -98.8% | +255.2% | +135.7% |
| All | +428.3% | -97.6% | +526.0% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling