+62.8%
META vs ALB
-44.4%
+107.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.9% |
| 7D | +6.7% | -8.1% | +14.8% | +8.5% |
| 30D | +4.8% | +6.3% | -1.5% | +3.2% |
| 3M | -1.6% | -23.6% | +21.9% | +3.3% |
| 6M | -7.5% | -24.6% | +17.1% | -3.6% |
| YTD | -6.4% | -10.3% | +3.9% | -7.2% |
| 1Y | -17.3% | +61.5% | -78.8% | -29.9% |
| 3Y | +109.9% | -34.0% | +143.9% | +114.4% |
| All | +62.8% | -44.4% | +107.2% | +60.6% |
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