+1,871.7%
GOOGL vs META
+1,409.6%
+462.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.8% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -16.8% | -15.4% | -1.4% | -11.9% |
| 3M | -14.6% | +5.0% | -19.6% | -17.0% |
| 6M | -24.4% | +5.2% | -29.6% | -27.0% |
| YTD | -6.1% | -4.5% | -1.6% | -7.0% |
| 1Y | +1.0% | +0.6% | +0.4% | -2.0% |
| 3Y | +123.4% | +93.1% | +30.3% | +64.8% |
| 5Y | +103.2% | +93.7% | +9.5% | +39.6% |
| 10Y | +667.7% | +433.3% | +234.4% | +289.1% |
| All | +1,871.7% | +1,409.6% | +462.0% | +811.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling