+1,527.5%
META vs ALB
+157.7%
+1,369.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | -1.6% | -23.6% | +21.9% | +3.4% |
| 6M | -7.5% | -24.6% | +17.1% | -3.4% |
| YTD | -6.4% | -10.3% | +3.9% | -7.0% |
| 1Y | -17.3% | +61.5% | -78.8% | -29.4% |
| 3Y | +109.9% | -34.0% | +143.9% | +107.1% |
| 5Y | +65.4% | -44.6% | +110.0% | +65.5% |
| 10Y | +391.8% | +76.1% | +315.7% | +240.2% |
| All | +1,527.5% | +157.7% | +1,369.8% | +912.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling