+79.1%
META vs ALB
-61.8%
+140.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.5% | -4.7% |
| 7D | -3.1% | +5.5% | -8.6% | -4.2% |
| 30D | -18.1% | -7.5% | -10.6% | -17.0% |
| 3M | +2.9% | -16.9% | +19.8% | +6.0% |
| 6M | +0.2% | -49.2% | +49.4% | +13.6% |
| YTD | -8.1% | -29.9% | +21.8% | -4.7% |
| 1Y | -4.5% | +8.2% | -12.7% | -11.0% |
| 3Y | +94.2% | -19.4% | +113.6% | +76.5% |
| 5Y | +79.1% | -61.6% | +140.7% | +93.8% |
| All | +79.1% | -61.8% | +140.9% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling