+93.1%
META vs AME
+76.7%
+16.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +2.4% |
| 7D | +5.7% | -1.5% | +7.2% | +6.5% |
| 30D | -10.8% | -4.2% | -6.6% | -8.4% |
| 3M | +8.4% | -5.9% | +14.3% | +12.3% |
| 6M | +5.4% | +2.8% | +2.6% | +2.0% |
| YTD | -2.6% | +16.6% | -19.2% | -14.6% |
| 1Y | +3.5% | +22.1% | -18.6% | -12.3% |
| 3Y | +102.0% | +64.7% | +37.3% | +24.3% |
| 5Y | +93.1% | +76.6% | +16.5% | +6.2% |
| All | +93.1% | +76.7% | +16.4% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling