-11.4%
META vs AMRZ
-13.6%
+2.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | -1.9% | +8.6% | +7.2% |
| 30D | +4.8% | -16.9% | +21.7% | +9.9% |
| 3M | -1.6% | -19.2% | +17.6% | +3.5% |
| 6M | -7.5% | -29.3% | +21.8% | -0.3% |
| YTD | -6.4% | -18.0% | +11.6% | -1.9% |
| 1Y | -17.3% | -15.1% | -2.3% | -14.4% |
| All | -11.4% | -13.6% | +2.2% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling