+25.1%
META vs AMDL
+95.0%
-70.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.2% | -8.2% | +0.1% |
| 7D | +6.7% | +4.5% | +2.2% | +6.2% |
| 30D | +4.8% | -4.4% | +9.2% | +4.9% |
| 3M | -1.6% | -30.5% | +28.9% | -1.0% |
| 6M | -7.5% | +300.9% | -308.4% | -27.7% |
| YTD | -6.4% | +219.9% | -226.3% | -26.4% |
| 1Y | -17.3% | +374.7% | -392.1% | -41.3% |
| All | +25.1% | +95.0% | -70.0% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling