+404.3%
META vs ADI
+577.6%
-173.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.8% | -12.8% | +12.1% | +6.1% |
| 30D | -15.4% | -11.3% | -4.1% | -10.4% |
| 3M | +3.5% | -3.4% | +6.9% | +4.3% |
| 6M | -0.3% | -12.0% | +11.7% | +3.6% |
| YTD | -7.3% | +35.3% | -42.6% | -24.9% |
| 1Y | -1.1% | +58.1% | -59.2% | -26.7% |
| 3Y | +95.1% | +127.4% | -32.3% | +10.3% |
| 5Y | +80.6% | +114.6% | -34.0% | +5.2% |
| All | +404.3% | +577.6% | -173.3% | +66.8% |
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 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