-17.3%
META vs AMCR
+11.5%
-28.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +6.7% | -3.3% | +10.0% | +7.4% |
| 30D | +4.8% | -5.4% | +10.2% | +5.8% |
| 3M | -1.6% | +20.0% | -21.6% | -4.8% |
| 6M | -7.5% | 0.0% | -7.5% | -10.7% |
| YTD | -6.4% | +11.5% | -17.9% | -10.3% |
| 1Y | -17.3% | +11.4% | -28.7% | -20.5% |
| All | -17.3% | +11.5% | -28.9% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling