-17.3%
META vs AMDL
+384.9%
-402.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.2% | -8.2% | +0.6% |
| 7D | +6.7% | +4.5% | +2.2% | +6.5% |
| 30D | +4.8% | -4.4% | +9.2% | +4.9% |
| 3M | -1.6% | -30.5% | +28.9% | -1.1% |
| 6M | -7.5% | +300.9% | -308.4% | -19.0% |
| YTD | -6.4% | +219.9% | -226.3% | -17.5% |
| 1Y | -17.3% | +374.7% | -392.1% | -27.1% |
| All | -17.3% | +384.9% | -402.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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