+81.9%
META vs AG
+12.9%
+69.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.6% |
| 7D | -0.8% | +6.3% | -7.1% | -1.5% |
| 30D | -15.4% | -8.9% | -6.5% | -14.6% |
| 3M | +3.5% | -12.2% | +15.7% | +4.5% |
| 6M | -0.3% | -28.3% | +28.0% | +2.4% |
| YTD | -7.3% | -8.8% | +1.5% | -8.7% |
| 1Y | -1.1% | +39.4% | -40.4% | -7.8% |
| 3Y | +95.1% | +229.4% | -134.4% | +51.4% |
| All | +81.9% | +12.9% | +69.0% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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