+101.4%
META vs ACI
-30.9%
+132.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.5% |
| 7D | +2.9% | +4.5% | -1.6% | +3.0% |
| 30D | -15.1% | +20.9% | -35.9% | -14.9% |
| 3M | +7.2% | +15.2% | -8.0% | +7.5% |
| 6M | +3.4% | -13.3% | +16.7% | +1.8% |
| YTD | -4.3% | -16.2% | +11.9% | -6.0% |
| 1Y | +0.8% | -16.9% | +17.6% | -1.1% |
| All | +101.4% | -30.9% | +132.3% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling