+93.4%
META vs AA
+48.6%
+44.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.4% | -3.2% |
| 7D | -3.1% | -3.7% | +0.6% | -2.6% |
| 30D | -18.1% | -10.8% | -7.3% | -16.7% |
| 3M | +2.9% | -19.1% | +21.9% | +5.8% |
| 6M | +0.2% | -38.7% | +38.9% | +6.8% |
| YTD | -8.1% | -27.1% | +19.0% | -6.0% |
| 1Y | -4.5% | +8.3% | -12.9% | -10.0% |
| All | +93.4% | +48.6% | +44.9% | +68.3% |
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