+120.7%
GOOGL vs META
+94.9%
+25.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.5% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | -18.8% | -15.4% | -3.3% | -14.6% |
| 3M | -20.3% | +3.5% | -23.9% | -22.0% |
| 6M | -28.4% | -0.3% | -28.1% | -29.3% |
| YTD | -8.8% | -7.3% | -1.5% | -9.0% |
| 1Y | +0.3% | -1.1% | +1.4% | -2.2% |
| 3Y | +120.7% | +95.1% | +25.7% | +62.1% |
| All | +120.7% | +94.9% | +25.8% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 3y: compounded portfolio wealth divided by compounded META 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…
3y analysis · Full analysis span regression · 6 months rolling