+433.3%
META vs ADI
+665.3%
-231.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -4.0% |
| 7D | -0.2% | +0.7% | -0.9% | -1.0% |
| 30D | -15.4% | +0.7% | -16.1% | -16.2% |
| 3M | +5.0% | +6.5% | -1.5% | +0.5% |
| 6M | +5.2% | -2.7% | +7.8% | +3.7% |
| YTD | -4.5% | +52.2% | -56.7% | -27.3% |
| 1Y | +0.6% | +77.5% | -76.8% | -29.9% |
| 3Y | +93.1% | +148.8% | -55.7% | +4.3% |
| 5Y | +93.7% | +142.9% | -49.2% | +5.7% |
| 10Y | +433.3% | +653.2% | -219.9% | +67.0% |
| All | +433.3% | +665.3% | -231.9% | +67.0% |
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