+447.1%
META vs AGI
+391.9%
+55.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | -0.5% |
| 7D | +3.1% | -7.5% | +10.6% | +3.6% |
| 30D | -18.2% | -9.9% | -8.3% | -17.7% |
| 3M | +7.8% | -14.2% | +22.0% | +8.7% |
| 6M | +3.6% | -35.2% | +38.8% | +6.2% |
| YTD | -5.3% | -25.2% | +20.0% | -4.1% |
| 1Y | +2.7% | -14.3% | +17.1% | +3.1% |
| 3Y | +91.5% | +127.7% | -36.2% | +78.9% |
| 5Y | +84.7% | +243.4% | -158.7% | +67.1% |
| All | +447.1% | +391.9% | +55.2% | +388.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling