+425.7%
META vs ADI
+652.5%
-226.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.6% | -3.4% | +0.7% |
| 7D | +5.7% | -4.4% | +10.1% | +7.8% |
| 30D | -10.8% | -2.8% | -7.9% | -9.9% |
| 3M | +8.4% | +1.5% | +6.9% | +6.5% |
| 6M | +5.4% | -4.7% | +10.1% | +5.1% |
| YTD | -2.6% | +46.8% | -49.4% | -24.4% |
| 1Y | +3.5% | +74.9% | -71.4% | -27.3% |
| 3Y | +102.0% | +147.4% | -45.4% | +9.3% |
| 5Y | +93.1% | +131.9% | -38.8% | +8.0% |
| 10Y | +425.7% | +630.6% | -204.9% | +67.3% |
| All | +425.7% | +652.5% | -226.8% | +67.3% |
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