+1,497.9%
META vs ADI
+1,280.6%
+217.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.1% | +7.2% | +1.5% |
| 7D | -3.1% | -16.7% | +13.6% | +5.6% |
| 30D | -18.1% | -14.2% | -4.0% | -12.1% |
| 3M | +2.9% | -4.1% | +7.0% | +4.0% |
| 6M | +0.2% | -10.3% | +10.5% | +2.9% |
| YTD | -8.1% | +34.3% | -42.4% | -24.1% |
| 1Y | -4.5% | +54.9% | -59.4% | -27.0% |
| 3Y | +94.2% | +125.3% | -31.1% | +15.7% |
| 5Y | +79.1% | +113.1% | -34.0% | +10.1% |
| 10Y | +405.9% | +584.5% | -178.6% | +81.0% |
| All | +1,497.9% | +1,280.6% | +217.3% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling