+181.9%
FANG vs AME
+445.1%
-263.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -2.7% |
| 7D | +2.9% | +1.7% | +1.1% | +1.5% |
| 30D | +2.6% | -6.4% | +9.1% | +7.5% |
| 3M | +7.6% | +7.1% | +0.5% | +0.7% |
| 6M | +17.3% | +8.2% | +9.2% | +6.7% |
| YTD | +38.7% | +18.2% | +20.5% | +16.5% |
| 1Y | +51.6% | +26.7% | +24.9% | +19.0% |
| 3Y | +50.0% | +60.7% | -10.7% | -7.8% |
| 5Y | +237.6% | +91.6% | +146.0% | +69.3% |
| All | +181.9% | +445.1% | -263.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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