+107.3%
META vs AA
+67.9%
+39.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | +6.7% | -0.7% | +7.4% | +6.8% |
| 30D | +4.8% | +5.0% | -0.2% | +3.8% |
| 3M | -1.6% | -35.8% | +34.2% | +5.4% |
| 6M | -7.5% | -18.4% | +10.9% | -5.8% |
| YTD | -6.4% | -5.5% | -0.9% | -7.8% |
| 1Y | -17.3% | +61.0% | -78.3% | -27.1% |
| All | +107.3% | +67.9% | +39.3% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling