+404.3%
META vs ALB
+33.3%
+370.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -0.8% | +9.1% | -9.9% | -2.6% |
| 30D | -15.4% | -3.4% | -12.0% | -14.9% |
| 3M | +3.5% | -20.6% | +24.1% | +7.9% |
| 6M | -0.3% | -48.2% | +47.9% | +13.2% |
| YTD | -7.3% | -29.2% | +21.9% | -3.7% |
| 1Y | -1.1% | +10.0% | -11.1% | -7.6% |
| 3Y | +95.1% | -12.9% | +108.0% | +75.8% |
| 5Y | +80.6% | -61.3% | +141.9% | +95.2% |
| All | +404.3% | +33.3% | +370.9% | +267.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling