+95.1%
META vs ABT
+22.5%
+72.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +0.7% |
| 7D | -0.8% | +3.5% | -4.3% | -0.6% |
| 30D | -15.4% | +12.0% | -27.4% | -15.1% |
| 3M | +3.5% | +2.5% | +1.1% | +3.6% |
| 6M | -0.3% | +29.1% | -29.4% | +0.9% |
| YTD | -7.3% | -10.1% | +2.8% | -7.5% |
| 1Y | -1.1% | -9.8% | +8.7% | -1.3% |
| 3Y | +95.1% | +23.3% | +71.8% | +100.9% |
| All | +95.1% | +22.5% | +72.5% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling