+62.8%
META vs AG
+64.2%
-1.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +6.7% | +1.0% | +5.7% | +6.6% |
| 30D | +4.8% | +19.2% | -14.4% | +2.4% |
| 3M | -1.6% | +6.2% | -7.8% | -2.9% |
| 6M | -7.5% | -26.7% | +19.2% | -5.3% |
| YTD | -6.4% | +26.1% | -32.5% | -10.9% |
| 1Y | -17.3% | +131.7% | -149.0% | -28.0% |
| 3Y | +109.9% | +255.3% | -145.4% | +63.7% |
| All | +62.8% | +64.2% | -1.4% | +38.1% |
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