+1,511.3%
META vs ACGL
+761.2%
+750.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.7% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -15.4% | +13.7% | -29.1% | -18.8% |
| 3M | +3.5% | +8.0% | -4.5% | +0.8% |
| 6M | -0.3% | +13.3% | -13.6% | -4.6% |
| YTD | -7.3% | +11.8% | -19.2% | -11.4% |
| 1Y | -1.1% | +22.2% | -23.3% | -8.1% |
| 3Y | +95.1% | +32.5% | +62.6% | +72.6% |
| 5Y | +80.6% | +160.2% | -79.6% | +21.9% |
| 10Y | +410.1% | +338.5% | +71.6% | +159.9% |
| All | +1,511.3% | +761.2% | +750.1% | +503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling