+86.4%
META vs AA
-17.9%
+104.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.2% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | -13.0% | -0.6% | -12.4% | -13.0% |
| 3M | +7.9% | -19.7% | +27.6% | +12.0% |
| 6M | +4.2% | -41.6% | +45.8% | +13.8% |
| YTD | -2.5% | -24.6% | +22.1% | -0.2% |
| 1Y | +5.6% | +4.9% | +0.7% | +0.5% |
| 3Y | +96.8% | +66.8% | +30.0% | +60.0% |
| All | +86.4% | -17.9% | +104.3% | +70.3% |
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 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