+182.7%
META vs ACI
+34.5%
+148.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.3% | -3.7% |
| 7D | -3.1% | +3.5% | -6.6% | -3.3% |
| 30D | -18.1% | +16.8% | -34.9% | -19.0% |
| 3M | +2.9% | +13.1% | -10.3% | +1.9% |
| 6M | +0.2% | -15.6% | +15.8% | +0.8% |
| YTD | -8.1% | -19.2% | +11.1% | -7.6% |
| 1Y | -4.5% | -20.7% | +16.1% | -3.9% |
| 3Y | +94.2% | -33.4% | +127.5% | +97.4% |
| 5Y | +79.1% | -41.7% | +120.8% | +81.8% |
| All | +182.7% | +34.5% | +148.2% | +152.8% |
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