+375.1%
META vs AFL
+294.8%
+80.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +6.0% | -0.7% | +6.8% | +6.3% |
| 30D | +3.6% | -7.1% | +10.7% | +6.0% |
| 3M | +4.9% | +0.4% | +4.5% | +4.5% |
| 6M | -4.7% | +4.5% | -9.2% | -6.4% |
| YTD | -6.9% | +6.1% | -13.0% | -9.1% |
| 1Y | -18.2% | +10.6% | -28.7% | -21.4% |
| 3Y | +107.8% | +64.0% | +43.7% | +72.9% |
| 5Y | +63.9% | +133.7% | -69.8% | +20.0% |
| 10Y | +375.1% | +298.0% | +77.0% | +215.4% |
| All | +375.1% | +294.8% | +80.3% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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