-9.6%
META vs AMRZ
-17.7%
+8.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -0.2% | -5.5% | +5.3% | +1.2% |
| 30D | -15.4% | +15.6% | -31.0% | -18.5% |
| 3M | +5.0% | -12.1% | +17.1% | +8.5% |
| 6M | +5.2% | -19.4% | +24.6% | +10.3% |
| YTD | -4.5% | -21.9% | +17.4% | +1.2% |
| 1Y | +0.6% | -15.0% | +15.6% | +5.1% |
| All | -9.6% | -17.7% | +8.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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