+1,497.9%
META vs AMT
+317.1%
+1,180.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.8% |
| 7D | -3.1% | +4.4% | -7.5% | -4.4% |
| 30D | -18.1% | +17.7% | -35.8% | -22.4% |
| 3M | +2.9% | +16.7% | -13.8% | -2.3% |
| 6M | +0.2% | +11.1% | -10.9% | -3.9% |
| YTD | -8.1% | +13.9% | -22.0% | -13.1% |
| 1Y | -4.5% | +12.5% | -17.0% | -9.4% |
| 3Y | +94.2% | +13.2% | +81.0% | +74.6% |
| 5Y | +79.1% | -17.9% | +96.9% | +81.5% |
| 10Y | +405.9% | +122.8% | +283.1% | +247.7% |
| All | +1,497.9% | +317.1% | +1,180.8% | +784.8% |
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