+107.3%
META vs A
+26.9%
+80.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +6.7% | -1.9% | +8.6% | +7.3% |
| 30D | +4.8% | +6.9% | -2.2% | +2.7% |
| 3M | -1.6% | +9.2% | -10.9% | -4.3% |
| 6M | -7.5% | +25.7% | -33.1% | -13.7% |
| YTD | -6.4% | +11.5% | -17.9% | -9.7% |
| 1Y | -17.3% | +18.4% | -35.7% | -22.2% |
| All | +107.3% | +26.9% | +80.4% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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