+250.4%
META vs ALC
+24.0%
+226.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.0% |
| 7D | +6.7% | -2.1% | +8.8% | +7.7% |
| 30D | +4.8% | -0.1% | +4.9% | +4.7% |
| 3M | -1.6% | +5.9% | -7.5% | -4.8% |
| 6M | -7.5% | -15.9% | +8.5% | -0.7% |
| YTD | -6.4% | -10.1% | +3.7% | -3.1% |
| 1Y | -17.3% | -10.2% | -7.1% | -14.9% |
| 3Y | +109.9% | -13.6% | +123.5% | +113.6% |
| 5Y | +65.4% | -15.1% | +80.5% | +67.0% |
| All | +250.4% | +24.0% | +226.4% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling