+22.9%
META vs ALAB
+490.6%
-467.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.8% | -8.8% | 0.0% |
| 7D | +6.7% | +7.2% | -0.5% | +5.9% |
| 30D | +4.8% | -2.5% | +7.3% | +4.9% |
| 3M | -1.6% | -13.3% | +11.7% | -1.8% |
| 6M | -7.5% | +172.8% | -180.3% | -20.7% |
| YTD | -6.4% | +86.6% | -93.0% | -17.0% |
| 1Y | -17.3% | +65.2% | -82.5% | -26.8% |
| All | +22.9% | +490.6% | -467.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 3y: compounded portfolio wealth divided by compounded ALAB 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…
3y analysis · Full analysis span regression · 6 months rolling