+1,185.6%
META vs AAOI
+398.9%
+786.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.5% | +3.4% |
| 7D | +5.2% | -0.5% | +5.6% | +5.0% |
| 30D | -13.0% | -42.1% | +29.1% | -9.5% |
| 3M | +7.9% | -61.6% | +69.6% | +15.3% |
| 6M | +4.2% | -77.6% | +81.9% | +14.2% |
| YTD | -2.5% | +43.1% | -45.7% | -14.2% |
| 1Y | +5.6% | +138.6% | -133.0% | -12.4% |
| 3Y | +96.8% | +353.5% | -256.7% | +34.8% |
| 5Y | +90.0% | +720.6% | -630.5% | +7.6% |
| 10Y | +444.3% | +99.8% | +344.5% | +209.3% |
| All | +1,185.6% | +398.9% | +786.7% | +560.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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