+447.1%
META vs ADI
+652.4%
-205.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.1% | +13.4% | -10.3% | -3.5% |
| 30D | -18.2% | -1.3% | -16.9% | -18.2% |
| 3M | +7.8% | +6.8% | +1.0% | +3.1% |
| 6M | +3.6% | -1.9% | +5.5% | +1.7% |
| YTD | -5.3% | +52.3% | -57.6% | -27.9% |
| 1Y | +2.7% | +71.6% | -68.9% | -27.0% |
| 3Y | +91.5% | +148.9% | -57.4% | +3.3% |
| 5Y | +84.7% | +140.8% | -56.1% | +1.1% |
| All | +447.1% | +652.4% | -205.4% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling