+444.1%
META vs ADM
+113.6%
+330.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +3.3% | -1.8% | +5.1% | +3.7% |
| 30D | -10.8% | -13.3% | +2.5% | -8.3% |
| 3M | +7.9% | -13.4% | +21.3% | +10.8% |
| 6M | +5.4% | -9.6% | +15.0% | +7.0% |
| YTD | -2.6% | +23.0% | -25.6% | -8.2% |
| 1Y | +1.9% | +27.4% | -25.5% | -4.9% |
| 3Y | +97.0% | +5.7% | +91.3% | +87.6% |
| 5Y | +97.6% | +22.1% | +75.6% | +73.4% |
| All | +444.1% | +113.6% | +330.5% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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