+62.8%
META vs AFL
+135.6%
-72.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +4.8% | -6.2% | +10.9% | +7.1% |
| 3M | -1.6% | +2.2% | -3.8% | -2.8% |
| 6M | -7.5% | +5.3% | -12.7% | -9.6% |
| YTD | -6.4% | +8.0% | -14.3% | -9.6% |
| 1Y | -17.3% | +10.2% | -27.6% | -21.0% |
| 3Y | +109.9% | +67.1% | +42.9% | +63.5% |
| All | +62.8% | +135.6% | -72.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling