+79.1%
META vs ACGL
+174.7%
-95.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -3.1% | +6.4% | -9.5% | -4.2% |
| 30D | -18.1% | +16.6% | -34.7% | -20.4% |
| 3M | +2.9% | +11.6% | -8.7% | +0.7% |
| 6M | +0.2% | +17.5% | -17.3% | -3.0% |
| YTD | -8.1% | +15.3% | -23.4% | -11.0% |
| 1Y | -4.5% | +26.3% | -30.8% | -9.4% |
| 3Y | +94.2% | +35.9% | +58.3% | +78.2% |
| 5Y | +79.1% | +168.2% | -89.1% | +22.1% |
| All | +79.1% | +174.7% | -95.6% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling