+254.5%
META vs ALC
+26.4%
+228.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | +3.1% | -6.2% | +9.2% | +6.0% |
| 30D | -18.2% | +14.0% | -32.2% | -23.3% |
| 3M | +7.8% | -2.4% | +10.2% | +8.3% |
| 6M | +3.6% | +12.6% | -9.0% | -3.3% |
| YTD | -5.3% | -8.4% | +3.1% | -3.3% |
| 1Y | +2.7% | -9.1% | +11.9% | +5.1% |
| 3Y | +91.5% | -0.3% | +91.8% | +79.0% |
| 5Y | +84.7% | -9.9% | +94.6% | +80.6% |
| All | +254.5% | +26.4% | +228.2% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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