+3,010.4%
META vs AMBA
+722.2%
+2,288.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.5% | -2.1% |
| 7D | -3.1% | -14.6% | +11.5% | -0.1% |
| 30D | -18.1% | -18.8% | +0.7% | -14.9% |
| 3M | +2.9% | -32.6% | +35.4% | +10.6% |
| 6M | +0.2% | -25.8% | +26.0% | +2.4% |
| YTD | -8.1% | -22.1% | +14.0% | -8.0% |
| 1Y | -4.5% | -36.2% | +31.7% | -1.3% |
| 3Y | +94.2% | +10.0% | +84.2% | +69.9% |
| 5Y | +79.1% | -71.6% | +150.6% | +90.3% |
| 10Y | +405.9% | -4.7% | +410.6% | +306.9% |
| All | +3,010.4% | +722.2% | +2,288.2% | +2,620.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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