+1,527.5%
META vs AG
+61.1%
+1,466.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.1% |
| 7D | +6.7% | +1.0% | +5.7% | +6.6% |
| 30D | +4.8% | +19.2% | -14.4% | +3.4% |
| 3M | -1.6% | +6.2% | -7.8% | -2.4% |
| 6M | -7.5% | -26.7% | +19.2% | -6.2% |
| YTD | -6.4% | +26.1% | -32.5% | -8.9% |
| 1Y | -17.3% | +131.7% | -149.0% | -23.2% |
| 3Y | +109.9% | +255.3% | -145.4% | +85.3% |
| 5Y | +65.4% | +61.9% | +3.4% | +50.4% |
| 10Y | +391.8% | +72.0% | +319.8% | +330.9% |
| All | +1,527.5% | +61.1% | +1,466.4% | +1,343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling