+81.9%
META vs AMCR
-4.7%
+86.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.7% |
| 7D | -0.8% | -5.3% | +4.5% | +1.2% |
| 30D | -15.4% | +8.7% | -24.2% | -18.6% |
| 3M | +3.5% | -3.3% | +6.8% | +4.4% |
| 6M | -0.3% | +15.1% | -15.4% | -7.2% |
| YTD | -7.3% | +12.4% | -19.8% | -14.5% |
| 1Y | -1.1% | +15.8% | -16.9% | -10.3% |
| 3Y | +95.1% | +16.7% | +78.3% | +63.1% |
| All | +81.9% | -4.7% | +86.6% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling