+23.8%
META vs AMDL
+47.6%
-23.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +22.3% | -21.4% | -1.5% |
| 7D | -0.8% | -26.2% | +25.4% | +1.3% |
| 30D | -15.4% | -57.1% | +41.7% | -9.3% |
| 3M | +3.5% | -29.8% | +33.4% | +5.1% |
| 6M | -0.3% | -22.2% | +21.9% | -3.9% |
| YTD | -7.3% | +142.1% | -149.4% | -26.3% |
| 1Y | -1.1% | +85.8% | -86.9% | -19.4% |
| All | +23.8% | +47.6% | -23.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling