+425.7%
META vs AMCR
+22.3%
+403.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | +5.7% | -7.9% | +13.6% | +8.7% |
| 30D | -10.8% | +8.2% | -19.0% | -13.5% |
| 3M | +8.4% | -4.3% | +12.7% | +9.6% |
| 6M | +5.4% | +16.6% | -11.2% | -1.2% |
| YTD | -2.6% | +13.1% | -15.7% | -8.8% |
| 1Y | +3.5% | +14.4% | -10.9% | -3.6% |
| 3Y | +102.0% | +18.4% | +83.6% | +80.5% |
| 5Y | +93.1% | -5.8% | +98.9% | +91.2% |
| 10Y | +425.7% | +22.3% | +403.4% | +337.8% |
| All | +425.7% | +22.3% | +403.4% | +337.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling