+79.1%
META vs ABCL
-30.0%
+109.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -2.8% |
| 7D | -3.1% | -14.9% | +11.8% | -1.4% |
| 30D | -18.1% | -15.4% | -2.7% | -16.7% |
| 3M | +2.9% | +88.0% | -85.2% | -6.2% |
| 6M | +0.2% | +138.8% | -138.6% | -13.2% |
| YTD | -8.1% | +225.4% | -233.5% | -24.9% |
| 1Y | -4.5% | +137.3% | -141.8% | -18.5% |
| 3Y | +94.2% | +136.8% | -42.6% | +54.8% |
| 5Y | +79.1% | -26.2% | +105.3% | +67.1% |
| All | +79.1% | -30.0% | +109.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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