+62.8%
META vs AMT
-31.6%
+94.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +4.8% | +4.6% | +0.1% | +4.0% |
| 3M | -1.6% | -8.4% | +6.8% | -0.4% |
| 6M | -7.5% | -6.0% | -1.4% | -6.8% |
| YTD | -6.4% | +2.1% | -8.5% | -7.3% |
| 1Y | -17.3% | -6.4% | -11.0% | -16.9% |
| 3Y | +109.9% | +8.1% | +101.9% | +90.8% |
| All | +62.8% | -31.6% | +94.4% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling