+1,497.9%
META vs AA
+108.1%
+1,389.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.4% | -3.0% |
| 7D | -3.1% | -3.7% | +0.6% | -2.5% |
| 30D | -18.1% | -10.8% | -7.3% | -16.5% |
| 3M | +2.9% | -19.1% | +21.9% | +6.3% |
| 6M | +0.2% | -38.7% | +38.9% | +7.6% |
| YTD | -8.1% | -27.1% | +19.0% | -5.2% |
| 1Y | -4.5% | +8.3% | -12.9% | -8.7% |
| 3Y | +94.2% | +49.6% | +44.6% | +68.4% |
| 5Y | +79.1% | -15.5% | +94.6% | +64.6% |
| 10Y | +405.9% | +60.9% | +345.0% | +256.6% |
| All | +1,497.9% | +108.1% | +1,389.8% | +967.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling