+20.7%
META vs ALAB
+241.5%
-220.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -19.6% | +15.7% | -1.8% |
| 7D | -3.1% | -38.2% | +35.1% | +1.8% |
| 30D | -18.1% | -54.0% | +35.8% | -11.4% |
| 3M | +2.9% | -43.6% | +46.5% | +8.5% |
| 6M | +0.2% | -16.8% | +17.0% | -1.3% |
| YTD | -8.1% | +7.9% | -16.0% | -14.1% |
| 1Y | -4.5% | -1.4% | -3.2% | -10.4% |
| All | +20.7% | +241.5% | -220.7% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling