-4.5%
META vs ACM
-48.3%
+43.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.7% |
| 7D | -3.1% | +5.1% | -8.2% | -3.7% |
| 30D | -18.1% | +11.5% | -29.6% | -19.3% |
| 3M | +2.9% | -10.5% | +13.3% | +4.4% |
| 6M | +0.2% | -20.4% | +20.5% | +4.2% |
| YTD | -8.1% | -28.9% | +20.8% | -2.1% |
| 1Y | -4.5% | -48.7% | +44.2% | +5.8% |
| All | -4.5% | -48.3% | +43.8% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling