+62.8%
META vs ADM
+62.5%
+0.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | +3.8% | +2.9% | +6.4% |
| 30D | +4.8% | +9.8% | -5.0% | +4.0% |
| 3M | -1.6% | +2.1% | -3.8% | -1.8% |
| 6M | -7.5% | +27.5% | -35.0% | -9.5% |
| YTD | -6.4% | +50.2% | -56.6% | -10.1% |
| 1Y | -17.3% | +40.6% | -57.9% | -20.1% |
| 3Y | +109.9% | +17.2% | +92.7% | +107.5% |
| All | +62.8% | +62.5% | +0.3% | +38.2% |
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 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