+1,527.5%
META vs AMT
+274.0%
+1,253.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +4.8% | +4.6% | +0.1% | +3.3% |
| 3M | -1.6% | -8.4% | +6.8% | +0.9% |
| 6M | -7.5% | -6.0% | -1.4% | -6.3% |
| YTD | -6.4% | +2.1% | -8.5% | -8.1% |
| 1Y | -17.3% | -6.4% | -11.0% | -16.7% |
| 3Y | +109.9% | +8.1% | +101.9% | +89.7% |
| 5Y | +65.4% | -31.9% | +97.3% | +79.4% |
| 10Y | +391.8% | +97.1% | +294.7% | +252.4% |
| All | +1,527.5% | +274.0% | +1,253.5% | +835.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling