+1,497.9%
META vs AAL
+34.1%
+1,463.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.2% | -3.0% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -18.1% | -0.5% | -17.6% | -18.2% |
| 3M | +2.9% | -22.0% | +24.9% | +7.7% |
| 6M | +0.2% | +4.5% | -4.3% | -1.5% |
| YTD | -8.1% | -15.7% | +7.6% | -6.5% |
| 1Y | -4.5% | -3.7% | -0.9% | -5.5% |
| 3Y | +94.2% | +7.9% | +86.2% | +81.2% |
| 5Y | +79.1% | -40.7% | +119.8% | +81.8% |
| 10Y | +405.9% | -66.3% | +472.2% | +417.8% |
| All | +1,497.9% | +34.1% | +1,463.8% | +1,106.0% |
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