+181.9%
FANG vs AMCR
+14.6%
+167.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +2.9% | -6.3% | +9.2% | +5.6% |
| 30D | +2.6% | -7.8% | +10.4% | +5.9% |
| 3M | +7.6% | +7.5% | 0.0% | +3.0% |
| 6M | +17.3% | +2.7% | +14.6% | +12.5% |
| YTD | +38.7% | +6.0% | +32.6% | +30.2% |
| 1Y | +51.6% | +7.8% | +43.9% | +40.7% |
| 3Y | +50.0% | +5.8% | +44.2% | +35.5% |
| 5Y | +237.6% | -11.6% | +249.2% | +231.2% |
| All | +181.9% | +14.6% | +167.3% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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