+447.1%
META vs ABT
+222.7%
+224.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | 0.0% |
| 7D | +3.1% | -5.6% | +8.7% | +5.6% |
| 30D | -18.2% | +5.2% | -23.4% | -20.2% |
| 3M | +7.8% | -2.7% | +10.5% | +8.6% |
| 6M | +3.6% | +28.8% | -25.2% | -8.9% |
| YTD | -5.3% | -12.3% | +7.0% | -1.1% |
| 1Y | +2.7% | -14.7% | +17.4% | +8.6% |
| 3Y | +91.5% | +21.6% | +69.9% | +59.8% |
| 5Y | +84.7% | -7.8% | +92.5% | +80.4% |
| All | +447.1% | +222.7% | +224.4% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling