+107.3%
META vs AMCR
+7.6%
+99.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | -1.9% | +8.6% | +7.1% |
| 30D | +4.8% | -4.1% | +8.8% | +5.6% |
| 3M | -1.6% | +21.7% | -23.3% | -5.6% |
| 6M | -7.5% | +1.5% | -9.0% | -8.6% |
| YTD | -6.4% | +13.1% | -19.5% | -9.8% |
| 1Y | -17.3% | +13.0% | -30.3% | -20.5% |
| All | +107.3% | +7.6% | +99.7% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling