+1,497.9%
META vs ACM
+316.5%
+1,181.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.3% |
| 7D | -3.1% | +5.1% | -8.2% | -4.7% |
| 30D | -18.1% | +11.5% | -29.6% | -21.0% |
| 3M | +2.9% | -10.5% | +13.3% | +5.8% |
| 6M | +0.2% | -20.4% | +20.5% | +6.5% |
| YTD | -8.1% | -28.9% | +20.8% | +0.8% |
| 1Y | -4.5% | -48.7% | +44.2% | +16.6% |
| 3Y | +94.2% | -12.5% | +106.7% | +96.4% |
| 5Y | +79.1% | +0.5% | +78.5% | +73.7% |
| 10Y | +405.9% | +161.2% | +244.7% | +253.9% |
| All | +1,497.9% | +316.5% | +1,181.4% | +1,064.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling