-18.2%
META vs AGI
+11.7%
-29.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +6.0% | +4.4% | +1.7% | +5.6% |
| 30D | +3.6% | +10.0% | -6.3% | +2.4% |
| 3M | +4.9% | +1.7% | +3.2% | +4.5% |
| 6M | -4.7% | -26.8% | +22.1% | -3.2% |
| YTD | -6.9% | -5.3% | -1.6% | -6.5% |
| 1Y | -18.2% | +11.5% | -29.7% | -18.4% |
| All | -18.2% | +11.7% | -29.8% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling