+1,511.3%
META vs AFL
+768.8%
+742.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -15.4% | +10.0% | -25.5% | -18.3% |
| 3M | +3.5% | -1.6% | +5.1% | +3.8% |
| 6M | -0.3% | +10.5% | -10.8% | -4.2% |
| YTD | -7.3% | +14.3% | -21.6% | -12.1% |
| 1Y | -1.1% | +11.4% | -12.5% | -5.4% |
| 3Y | +95.1% | +62.4% | +32.6% | +60.8% |
| 5Y | +80.6% | +144.8% | -64.2% | +27.3% |
| 10Y | +410.1% | +356.2% | +54.0% | +172.0% |
| All | +1,511.3% | +768.8% | +742.5% | +702.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling