+86.4%
META vs AMCR
-9.1%
+95.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | -2.4% | +7.6% | +6.2% |
| 30D | -13.0% | +3.6% | -16.6% | -14.6% |
| 3M | +7.9% | -4.2% | +12.1% | +9.2% |
| 6M | +4.2% | +15.5% | -11.3% | -3.3% |
| YTD | -2.5% | +9.7% | -12.3% | -9.2% |
| 1Y | +5.6% | +8.3% | -2.7% | -1.1% |
| 3Y | +96.8% | +15.4% | +81.4% | +64.5% |
| All | +86.4% | -9.1% | +95.5% | +97.4% |
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 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