+1,527.5%
META vs AAL
+36.1%
+1,491.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +6.7% | -3.7% | +10.4% | +7.5% |
| 30D | +4.8% | -20.8% | +25.6% | +9.5% |
| 3M | -1.6% | -1.3% | -0.4% | -1.9% |
| 6M | -7.5% | +5.4% | -12.8% | -9.3% |
| YTD | -6.4% | -14.4% | +8.0% | -4.9% |
| 1Y | -17.3% | +2.1% | -19.4% | -19.2% |
| 3Y | +109.9% | -10.6% | +120.5% | +102.9% |
| 5Y | +65.4% | -32.2% | +97.6% | +64.7% |
| 10Y | +391.8% | -62.7% | +454.5% | +392.5% |
| All | +1,527.5% | +36.1% | +1,491.3% | +1,126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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