+16.1%
FANG vs AMDL
+115.6%
-99.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.7% | +8.0% | +1.7% |
| 7D | +1.2% | +20.7% | -19.5% | +0.3% |
| 30D | +2.4% | +9.4% | -7.0% | +1.8% |
| 3M | +5.1% | +5.6% | -0.6% | +3.2% |
| 6M | +16.4% | +340.3% | -323.9% | +1.9% |
| YTD | +39.0% | +253.6% | -214.7% | +21.5% |
| 1Y | +50.6% | +443.4% | -392.8% | +21.2% |
| All | +16.1% | +115.6% | -99.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling