+1,527.5%
META vs ADM
+290.9%
+1,236.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +3.8% | +2.9% | +5.8% |
| 30D | +4.8% | +9.8% | -5.0% | +2.4% |
| 3M | -1.6% | +2.1% | -3.8% | -2.4% |
| 6M | -7.5% | +27.5% | -35.0% | -13.4% |
| YTD | -6.4% | +50.2% | -56.6% | -16.1% |
| 1Y | -17.3% | +40.6% | -57.9% | -24.9% |
| 3Y | +109.9% | +17.2% | +92.7% | +95.6% |
| 5Y | +65.4% | +61.9% | +3.5% | +34.6% |
| 10Y | +391.8% | +159.3% | +232.5% | +222.1% |
| All | +1,527.5% | +290.9% | +1,236.6% | +798.8% |
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