+62.8%
META vs ACM
+5.0%
+57.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +6.7% | -3.7% | +10.4% | +8.5% |
| 30D | +4.8% | -11.1% | +15.9% | +9.8% |
| 3M | -1.6% | -8.0% | +6.4% | +1.2% |
| 6M | -7.5% | -29.7% | +22.2% | +8.1% |
| YTD | -6.4% | -29.4% | +23.0% | +8.0% |
| 1Y | -17.3% | -46.4% | +29.1% | +10.2% |
| 3Y | +109.9% | -22.3% | +132.3% | +116.4% |
| All | +62.8% | +5.0% | +57.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling