-17.3%
META vs ADI
+50.9%
-68.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +4.8% | -3.8% | +8.6% | +5.7% |
| 3M | -1.6% | -15.3% | +13.6% | +2.3% |
| 6M | -7.5% | +6.7% | -14.2% | -13.6% |
| YTD | -6.4% | +34.8% | -41.2% | -20.0% |
| 1Y | -17.3% | +49.0% | -66.4% | -32.8% |
| All | -17.3% | +50.9% | -68.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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