+81.9%
META vs AGG
-1.2%
+83.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -15.4% | +2.4% | -17.8% | -17.0% |
| 3M | +3.5% | -0.2% | +3.7% | +3.7% |
| 6M | -0.3% | -1.0% | +0.7% | +0.5% |
| YTD | -7.3% | -0.4% | -7.0% | -7.0% |
| 1Y | -1.1% | -0.1% | -1.0% | -0.9% |
| 3Y | +95.1% | +15.3% | +79.8% | +70.9% |
| All | +81.9% | -1.2% | +83.2% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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