+1,497.9%
META vs ABT
+406.8%
+1,091.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.3% |
| 7D | -3.1% | +8.6% | -11.7% | -6.5% |
| 30D | -18.1% | +16.4% | -34.6% | -23.3% |
| 3M | +2.9% | +8.1% | -5.3% | -0.9% |
| 6M | +0.2% | +32.1% | -31.9% | -12.1% |
| YTD | -8.1% | -7.1% | -1.0% | -6.7% |
| 1Y | -4.5% | -6.5% | +2.0% | -3.5% |
| 3Y | +94.2% | +26.2% | +67.9% | +63.5% |
| 5Y | +79.1% | +0.9% | +78.2% | +69.1% |
| 10Y | +405.9% | +250.7% | +155.2% | +177.9% |
| All | +1,497.9% | +406.8% | +1,091.1% | +624.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling