+404.3%
META vs AME
+442.8%
-38.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.6% |
| 7D | -0.8% | -5.2% | +4.4% | +2.0% |
| 30D | -15.4% | -8.0% | -7.4% | -11.4% |
| 3M | +3.5% | -8.9% | +12.4% | +8.7% |
| 6M | -0.3% | -5.0% | +4.7% | +1.6% |
| YTD | -7.3% | +11.9% | -19.2% | -14.6% |
| 1Y | -1.1% | +16.6% | -17.7% | -11.1% |
| 3Y | +95.1% | +62.5% | +32.6% | +39.7% |
| 5Y | +80.6% | +67.6% | +13.0% | +26.9% |
| All | +404.3% | +442.8% | -38.5% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling