+1,497.9%
META vs AME
+661.4%
+836.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +2.0% | -0.7% |
| 7D | -3.1% | -11.4% | +8.3% | +3.3% |
| 30D | -18.1% | -12.1% | -6.0% | -12.2% |
| 3M | +2.9% | -12.3% | +15.2% | +10.1% |
| 6M | +0.2% | -4.6% | +4.8% | +1.8% |
| YTD | -8.1% | +9.1% | -17.2% | -13.8% |
| 1Y | -4.5% | +13.3% | -17.8% | -12.3% |
| 3Y | +94.2% | +58.2% | +36.0% | +43.9% |
| 5Y | +79.1% | +63.4% | +15.6% | +30.8% |
| 10Y | +405.9% | +436.7% | -30.8% | +99.8% |
| All | +1,497.9% | +661.4% | +836.5% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling