+81.9%
META vs AA
-15.4%
+97.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | -15.4% | -6.7% | -8.7% | -14.4% |
| 3M | +3.5% | -16.3% | +19.9% | +6.5% |
| 6M | -0.3% | -37.1% | +36.8% | +7.2% |
| YTD | -7.3% | -25.0% | +17.7% | -5.0% |
| 1Y | -1.1% | +8.6% | -9.7% | -6.6% |
| 3Y | +95.1% | +57.2% | +37.8% | +61.0% |
| All | +81.9% | -15.4% | +97.3% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling