+447.1%
META vs AME
+442.0%
+5.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +3.1% | +8.1% | -5.0% | -1.4% |
| 30D | -18.2% | -3.8% | -14.4% | -16.5% |
| 3M | +7.8% | -6.6% | +14.4% | +11.7% |
| 6M | +3.6% | +4.6% | -1.0% | -0.1% |
| YTD | -5.3% | +17.9% | -23.2% | -15.3% |
| 1Y | +2.7% | +23.2% | -20.5% | -10.6% |
| 3Y | +91.5% | +62.9% | +28.6% | +37.0% |
| 5Y | +84.7% | +77.5% | +7.2% | +25.4% |
| All | +447.1% | +442.0% | +5.0% | +144.4% |
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