+1,497.9%
META vs A
+579.3%
+918.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -2.5% |
| 7D | -3.1% | -5.2% | +2.1% | -0.5% |
| 30D | -18.1% | +1.4% | -19.6% | -18.7% |
| 3M | +2.9% | +21.9% | -19.1% | -7.0% |
| 6M | +0.2% | +46.7% | -46.5% | -18.2% |
| YTD | -8.1% | +27.2% | -35.3% | -20.1% |
| 1Y | -4.5% | +17.9% | -22.4% | -13.9% |
| 3Y | +94.2% | +61.1% | +33.1% | +41.5% |
| 5Y | +79.1% | +13.8% | +65.3% | +56.3% |
| 10Y | +405.9% | +318.8% | +87.1% | +127.9% |
| All | +1,497.9% | +579.3% | +918.6% | +510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling