+81.9%
META vs ADM
+24.5%
+57.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.8% | -9.0% | +8.2% | -0.2% |
| 30D | -15.4% | -14.0% | -1.4% | -14.5% |
| 3M | +3.5% | -9.2% | +12.7% | +4.2% |
| 6M | -0.3% | -9.2% | +8.9% | +0.3% |
| YTD | -7.3% | +24.2% | -31.5% | -9.7% |
| 1Y | -1.1% | +27.0% | -28.1% | -3.9% |
| 3Y | +95.1% | +6.6% | +88.5% | +91.1% |
| All | +81.9% | +24.5% | +57.4% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling