+79.1%
META vs ALC
-8.7%
+87.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -3.1% | +7.6% | -10.7% | -6.2% |
| 30D | -18.1% | +21.1% | -39.3% | -25.0% |
| 3M | +2.9% | +8.5% | -5.6% | -1.3% |
| 6M | +0.2% | +2.8% | -2.6% | -2.4% |
| YTD | -8.1% | -2.4% | -5.7% | -8.4% |
| 1Y | -4.5% | +3.5% | -8.0% | -8.0% |
| 3Y | +94.2% | +4.2% | +90.0% | +75.2% |
| 5Y | +79.1% | -9.0% | +88.1% | +75.8% |
| All | +79.1% | -8.7% | +87.8% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling