+1,527.5%
META vs AGG
+29.3%
+1,498.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +4.8% | -0.4% | +5.1% | +4.9% |
| 3M | -1.6% | -0.7% | -1.0% | -1.3% |
| 6M | -7.5% | -1.5% | -5.9% | -6.8% |
| YTD | -6.4% | -0.3% | -6.1% | -6.2% |
| 1Y | -17.3% | +1.3% | -18.7% | -17.7% |
| 3Y | +109.9% | +13.2% | +96.7% | +97.7% |
| 5Y | +65.4% | -1.4% | +66.8% | +58.6% |
| 10Y | +391.8% | +14.9% | +376.9% | +401.3% |
| All | +1,527.5% | +29.3% | +1,498.2% | +1,642.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling