-1.1%
META vs ACM
-48.7%
+47.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +5.4% | -6.2% | -1.4% |
| 30D | -15.4% | +15.1% | -30.5% | -17.0% |
| 3M | +3.5% | -10.5% | +14.0% | +5.0% |
| 6M | -0.3% | -19.7% | +19.4% | +3.5% |
| YTD | -7.3% | -28.8% | +21.5% | -1.4% |
| 1Y | -1.1% | -47.9% | +46.8% | +8.8% |
| All | -1.1% | -48.7% | +47.6% | +8.8% |
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