+425.7%
META vs AGI
+349.0%
+76.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +5.0% |
| 7D | +5.7% | +17.4% | -11.7% | +4.5% |
| 30D | -10.8% | -0.9% | -9.8% | -10.8% |
| 3M | +8.4% | -1.6% | +10.0% | +8.3% |
| 6M | +5.4% | -24.7% | +30.1% | +6.9% |
| YTD | -2.6% | -15.3% | +12.7% | -2.2% |
| 1Y | +3.5% | +5.5% | -2.0% | +2.5% |
| 3Y | +102.0% | +154.5% | -52.5% | +87.1% |
| 5Y | +93.1% | +310.6% | -217.5% | +72.7% |
| 10Y | +425.7% | +362.7% | +63.0% | +378.5% |
| All | +425.7% | +349.0% | +76.7% | +378.5% |
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