+79.1%
META vs AMT
-18.8%
+97.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.9% |
| 7D | -3.1% | +4.4% | -7.5% | -3.7% |
| 30D | -18.1% | +17.7% | -35.8% | -20.3% |
| 3M | +2.9% | +16.7% | -13.8% | +0.3% |
| 6M | +0.2% | +11.1% | -10.9% | -1.8% |
| YTD | -8.1% | +13.9% | -22.0% | -10.6% |
| 1Y | -4.5% | +12.5% | -17.0% | -7.0% |
| 3Y | +94.2% | +13.2% | +81.0% | +78.1% |
| 5Y | +79.1% | -17.9% | +96.9% | +85.3% |
| All | +79.1% | -18.8% | +97.9% | +85.3% |
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 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