+1,511.3%
META vs AGI
+109.6%
+1,401.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.7% |
| 7D | -0.8% | +16.0% | -16.7% | -1.5% |
| 30D | -15.4% | +1.0% | -16.4% | -15.5% |
| 3M | +3.5% | +2.5% | +1.1% | +3.2% |
| 6M | -0.3% | -24.0% | +23.8% | +0.7% |
| YTD | -7.3% | -17.2% | +9.9% | -6.9% |
| 1Y | -1.1% | +4.9% | -6.0% | -1.7% |
| 3Y | +95.1% | +142.6% | -47.5% | +85.6% |
| 5Y | +80.6% | +315.2% | -234.6% | +67.5% |
| 10Y | +410.1% | +338.5% | +71.7% | +371.7% |
| All | +1,511.3% | +109.6% | +1,401.7% | +1,435.0% |
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