+404.3%
META vs ACM
+155.0%
+249.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +5.4% | -6.2% | -2.6% |
| 30D | -15.4% | +15.1% | -30.5% | -19.6% |
| 3M | +3.5% | -10.5% | +14.0% | +6.8% |
| 6M | -0.3% | -19.7% | +19.4% | +6.3% |
| YTD | -7.3% | -28.8% | +21.5% | +2.6% |
| 1Y | -1.1% | -47.9% | +46.8% | +22.6% |
| 3Y | +95.1% | -12.4% | +107.4% | +96.6% |
| 5Y | +80.6% | +0.6% | +80.0% | +73.7% |
| All | +404.3% | +155.0% | +249.3% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling