+444.1%
META vs ADI
+635.8%
-191.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +3.3% | -6.3% | +9.6% | +6.4% |
| 30D | -10.8% | -3.2% | -7.6% | -9.7% |
| 3M | +7.9% | +2.8% | +5.1% | +5.3% |
| 6M | +5.4% | -5.0% | +10.4% | +5.3% |
| YTD | -2.6% | +46.3% | -48.9% | -24.2% |
| 1Y | +1.9% | +71.6% | -69.8% | -27.7% |
| 3Y | +97.0% | +139.2% | -42.2% | +8.7% |
| 5Y | +97.6% | +136.4% | -38.8% | +9.5% |
| All | +444.1% | +635.8% | -191.7% | +74.0% |
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