+107.3%
META vs AME
+50.7%
+56.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +4.8% | -6.7% | +11.4% | +7.8% |
| 3M | -1.6% | +4.1% | -5.7% | -4.0% |
| 6M | -7.5% | +1.6% | -9.0% | -9.2% |
| YTD | -6.4% | +16.1% | -22.5% | -13.7% |
| 1Y | -17.3% | +27.3% | -44.7% | -27.5% |
| All | +107.3% | +50.7% | +56.5% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling