+95.1%
META vs AMT
+10.5%
+84.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.5% |
| 7D | -0.8% | +0.5% | -1.3% | -0.7% |
| 30D | -15.4% | +13.6% | -29.0% | -14.0% |
| 3M | +3.5% | +11.5% | -8.0% | +5.0% |
| 6M | -0.3% | +6.9% | -7.2% | +0.7% |
| YTD | -7.3% | +10.8% | -18.2% | -5.6% |
| 1Y | -1.1% | +10.3% | -11.4% | +0.7% |
| 3Y | +95.1% | +12.4% | +82.6% | +89.6% |
| All | +95.1% | +10.5% | +84.6% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling