-4.5%
META vs AMDL
+44.1%
-48.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -34.9% | +30.9% | -1.7% |
| 7D | -3.1% | -52.7% | +49.6% | +0.9% |
| 30D | -18.1% | -65.3% | +47.2% | -13.5% |
| 3M | +2.9% | -40.8% | +43.7% | +5.8% |
| 6M | +0.2% | -12.9% | +13.1% | -1.5% |
| YTD | -8.1% | +98.0% | -106.1% | -16.3% |
| 1Y | -4.5% | +30.1% | -34.7% | -12.6% |
| All | -4.5% | +44.1% | -48.6% | -12.6% |
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