+1,527.5%
META vs AGI
+143.2%
+1,384.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | +6.7% | +0.6% | +6.1% | +6.7% |
| 30D | +4.8% | +18.2% | -13.5% | +3.9% |
| 3M | -1.6% | -4.1% | +2.5% | -1.6% |
| 6M | -7.5% | -28.7% | +21.2% | -6.3% |
| YTD | -6.4% | -4.0% | -2.4% | -6.6% |
| 1Y | -17.3% | +17.4% | -34.8% | -18.3% |
| 3Y | +109.9% | +203.0% | -93.1% | +97.9% |
| 5Y | +65.4% | +376.7% | -311.3% | +52.5% |
| 10Y | +391.8% | +407.5% | -15.7% | +351.7% |
| All | +1,527.5% | +143.2% | +1,384.3% | +1,440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling