+187.9%
META vs ACI
+25.9%
+162.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +6.7% | +0.2% | +6.5% | +6.7% |
| 30D | +4.8% | +5.9% | -1.2% | +4.4% |
| 3M | -1.6% | -19.8% | +18.1% | -0.6% |
| 6M | -7.5% | -24.7% | +17.3% | -6.3% |
| YTD | -6.4% | -24.4% | +18.0% | -5.4% |
| 1Y | -17.3% | -31.5% | +14.1% | -15.8% |
| 3Y | +109.9% | -38.7% | +148.6% | +115.0% |
| 5Y | +65.4% | -42.8% | +108.2% | +68.2% |
| All | +187.9% | +25.9% | +162.0% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling