+1,563.7%
META vs AMT
+318.9%
+1,244.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.2% |
| 7D | +2.9% | +6.0% | -3.2% | +1.0% |
| 30D | -15.1% | +20.1% | -35.2% | -20.0% |
| 3M | +7.2% | +12.4% | -5.2% | +3.0% |
| 6M | +3.4% | +9.9% | -6.5% | -0.4% |
| YTD | -4.3% | +14.4% | -18.7% | -9.6% |
| 1Y | +0.8% | +12.4% | -11.7% | -4.3% |
| 3Y | +102.2% | +13.7% | +88.5% | +81.6% |
| 5Y | +89.4% | -17.8% | +107.2% | +92.0% |
| 10Y | +426.7% | +123.8% | +302.9% | +261.5% |
| All | +1,563.7% | +318.9% | +1,244.8% | +820.0% |
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