+379.6%
META vs ADI
+588.9%
-209.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | +6.7% | +0.4% | +6.3% | +6.4% |
| 30D | +4.8% | -3.8% | +8.6% | +6.7% |
| 3M | -1.6% | -15.3% | +13.6% | +5.7% |
| 6M | -7.5% | +6.7% | -14.2% | -13.3% |
| YTD | -6.4% | +34.8% | -41.2% | -23.3% |
| 1Y | -17.3% | +49.0% | -66.4% | -36.2% |
| 3Y | +109.9% | +108.1% | +1.8% | +26.5% |
| 5Y | +65.4% | +142.4% | -77.1% | -8.3% |
| All | +379.6% | +588.9% | -209.3% | +61.7% |
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