+81.9%
META vs AME
+66.2%
+15.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.8% |
| 7D | -0.8% | -5.2% | +4.4% | +2.4% |
| 30D | -15.4% | -8.0% | -7.4% | -10.9% |
| 3M | +3.5% | -8.9% | +12.4% | +9.4% |
| 6M | -0.3% | -5.0% | +4.7% | +1.7% |
| YTD | -7.3% | +11.9% | -19.2% | -16.6% |
| 1Y | -1.1% | +16.6% | -17.7% | -13.7% |
| 3Y | +95.1% | +62.5% | +32.6% | +19.7% |
| All | +81.9% | +66.2% | +15.7% | +2.7% |
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