+379.6%
META vs AA
+115.8%
+263.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | +6.7% | -0.7% | +7.4% | +6.8% |
| 30D | +4.8% | +5.0% | -0.2% | +3.7% |
| 3M | -1.6% | -35.8% | +34.2% | +5.5% |
| 6M | -7.5% | -18.4% | +10.9% | -5.7% |
| YTD | -6.4% | -5.5% | -0.9% | -7.5% |
| 1Y | -17.3% | +61.0% | -78.3% | -26.4% |
| 3Y | +109.9% | +66.2% | +43.7% | +78.4% |
| 5Y | +65.4% | +11.4% | +54.0% | +44.3% |
| All | +379.6% | +115.8% | +263.8% | +238.4% |
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