+0.8%
META vs ALB
+4.7%
-4.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +1.2% |
| 7D | +2.9% | -2.1% | +4.9% | +2.9% |
| 30D | -15.1% | -9.0% | -6.1% | -14.8% |
| 3M | +7.2% | -21.1% | +28.4% | +7.8% |
| 6M | +3.4% | -49.9% | +53.3% | +6.4% |
| YTD | -4.3% | -32.3% | +28.0% | -2.9% |
| 1Y | +0.8% | +8.6% | -7.8% | -2.3% |
| All | +0.8% | +4.7% | -4.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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