+1,443.7%
FANG vs AME
+644.4%
+799.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +2.0% |
| 7D | +1.2% | 0.0% | +1.2% | +1.1% |
| 30D | +2.4% | -8.6% | +11.0% | +9.4% |
| 3M | +5.1% | +5.8% | -0.7% | -0.9% |
| 6M | +16.4% | +3.8% | +12.6% | +9.2% |
| YTD | +39.0% | +14.4% | +24.5% | +19.6% |
| 1Y | +50.6% | +25.8% | +24.9% | +18.4% |
| 3Y | +46.9% | +55.2% | -8.2% | -6.9% |
| 5Y | +238.2% | +85.5% | +152.7% | +75.8% |
| 10Y | +181.3% | +424.0% | -242.7% | -35.3% |
| All | +1,443.7% | +644.4% | +799.3% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling