-1.1%
META vs ACGL
+22.6%
-23.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.5% |
| 7D | -0.8% | +0.9% | -1.7% | -0.7% |
| 30D | -15.4% | +13.7% | -29.1% | -14.4% |
| 3M | +3.5% | +8.0% | -4.5% | +4.3% |
| 6M | -0.3% | +13.3% | -13.6% | +1.9% |
| YTD | -7.3% | +11.8% | -19.2% | -6.7% |
| 1Y | -1.1% | +22.2% | -23.3% | +0.2% |
| All | -1.1% | +22.6% | -23.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling