+1,497.9%
META vs ADM
+225.6%
+1,272.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.8% |
| 7D | -3.1% | -7.5% | +4.4% | -1.5% |
| 30D | -18.1% | -14.3% | -3.8% | -15.2% |
| 3M | +2.9% | -8.6% | +11.4% | +4.7% |
| 6M | +0.2% | -9.9% | +10.0% | +2.0% |
| YTD | -8.1% | +25.1% | -33.2% | -14.2% |
| 1Y | -4.5% | +28.8% | -33.4% | -11.7% |
| 3Y | +94.2% | +6.9% | +87.3% | +83.2% |
| 5Y | +79.1% | +25.9% | +53.2% | +55.8% |
| 10Y | +405.9% | +101.7% | +304.2% | +253.3% |
| All | +1,497.9% | +225.6% | +1,272.3% | +819.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling