+79.1%
META vs ACM
+1.8%
+77.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.0% |
| 7D | -3.1% | +5.1% | -8.2% | -5.2% |
| 30D | -18.1% | +11.5% | -29.6% | -22.0% |
| 3M | +2.9% | -10.5% | +13.3% | +7.2% |
| 6M | +0.2% | -20.4% | +20.5% | +9.9% |
| YTD | -8.1% | -28.9% | +20.8% | +5.7% |
| 1Y | -4.5% | -48.7% | +44.2% | +31.7% |
| 3Y | +94.2% | -12.5% | +106.7% | +83.0% |
| 5Y | +79.1% | +0.5% | +78.5% | +47.6% |
| All | +79.1% | +1.8% | +77.3% | +47.6% |
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