+62.8%
META vs ABT
-6.8%
+69.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | -3.7% | +10.4% | +8.0% |
| 30D | +4.8% | +2.5% | +2.3% | +3.8% |
| 3M | -1.6% | +20.2% | -21.8% | -8.1% |
| 6M | -7.5% | -2.9% | -4.5% | -6.3% |
| YTD | -6.4% | -11.9% | +5.5% | -1.9% |
| 1Y | -17.3% | -16.5% | -0.8% | -11.5% |
| 3Y | +109.9% | +12.1% | +97.8% | +80.6% |
| All | +62.8% | -6.8% | +69.6% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling