+374.8%
META vs AME
+419.5%
-44.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.1% |
| 7D | +6.7% | +0.6% | +6.1% | +6.3% |
| 30D | +4.8% | -6.7% | +11.4% | +8.8% |
| 3M | -1.6% | +4.1% | -5.7% | -4.5% |
| 6M | -7.5% | +1.6% | -9.0% | -9.3% |
| YTD | -6.4% | +16.1% | -22.5% | -15.3% |
| 1Y | -17.3% | +27.3% | -44.7% | -29.9% |
| 3Y | +109.9% | +50.9% | +59.1% | +58.3% |
| 5Y | +65.4% | +81.4% | -16.0% | +11.8% |
| All | +374.8% | +419.5% | -44.7% | +116.8% |
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