+5.6%
META vs ADI
+68.1%
-62.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.5% |
| 7D | +5.2% | +9.5% | -4.3% | +2.8% |
| 30D | -13.0% | -1.4% | -11.6% | -13.0% |
| 3M | +7.9% | +4.7% | +3.2% | +6.7% |
| 6M | +4.2% | -7.4% | +11.7% | +6.1% |
| YTD | -2.5% | +48.1% | -50.6% | -18.8% |
| 1Y | +5.6% | +69.6% | -64.1% | -17.7% |
| All | +5.6% | +68.1% | -62.6% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling