+444.1%
META vs AA
+44.6%
+399.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.8% |
| 7D | +3.3% | +1.2% | +2.0% | +3.1% |
| 30D | -10.8% | -5.0% | -5.7% | -10.0% |
| 3M | +7.9% | -22.2% | +30.1% | +12.3% |
| 6M | +5.4% | -36.3% | +41.7% | +12.5% |
| YTD | -2.6% | -24.2% | +21.6% | -0.2% |
| 1Y | +1.9% | +3.9% | -2.0% | -1.9% |
| 3Y | +97.0% | +67.6% | +29.4% | +66.9% |
| 5Y | +97.6% | -8.8% | +106.5% | +79.0% |
| All | +444.1% | +44.6% | +399.5% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling