-18.2%
META vs AMCR
+11.9%
-30.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +6.0% | -1.8% | +7.9% | +6.4% |
| 30D | +3.6% | -6.0% | +9.6% | +4.8% |
| 3M | +4.9% | +18.9% | -14.0% | +1.7% |
| 6M | -4.7% | +5.7% | -10.3% | -7.6% |
| YTD | -6.9% | +11.1% | -18.0% | -10.7% |
| 1Y | -18.2% | +12.7% | -30.9% | -21.4% |
| All | -18.2% | +11.9% | -30.1% | -21.4% |
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