+404.3%
META vs AA
+63.3%
+340.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | -15.4% | -6.7% | -8.7% | -14.4% |
| 3M | +3.5% | -16.3% | +19.9% | +6.4% |
| 6M | -0.3% | -37.1% | +36.8% | +6.7% |
| YTD | -7.3% | -25.0% | +17.7% | -4.9% |
| 1Y | -1.1% | +8.6% | -9.7% | -5.5% |
| 3Y | +95.1% | +57.2% | +37.8% | +67.3% |
| 5Y | +80.6% | -13.0% | +93.6% | +65.0% |
| All | +404.3% | +63.3% | +340.9% | +259.1% |
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