-7.8%
META vs AMRZ
-17.3%
+9.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -10.8% | +15.9% | -26.6% | -14.2% |
| 3M | +7.9% | -9.2% | +17.1% | +10.5% |
| 6M | +5.4% | -20.3% | +25.7% | +10.9% |
| YTD | -2.6% | -21.5% | +18.9% | +3.1% |
| 1Y | +1.9% | -12.9% | +14.7% | +6.0% |
| All | -7.8% | -17.3% | +9.5% | -4.9% |
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