+462.9%
META vs AMT
+136.5%
+326.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +5.2% | +1.5% | +3.7% | +4.7% |
| 30D | -13.0% | +6.8% | -19.8% | -14.8% |
| 3M | +7.9% | +11.2% | -3.3% | +4.2% |
| 6M | +4.2% | +12.5% | -8.2% | -0.1% |
| YTD | -2.5% | +12.5% | -15.0% | -7.2% |
| 1Y | +5.6% | +10.1% | -4.5% | +1.1% |
| 3Y | +96.8% | +16.0% | +80.8% | +74.6% |
| 5Y | +90.0% | -17.2% | +107.2% | +92.5% |
| All | +462.9% | +136.5% | +326.5% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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