+79.1%
META vs ALK
-33.9%
+113.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -2.9% |
| 7D | -3.1% | +7.1% | -10.2% | -5.5% |
| 30D | -18.1% | -3.0% | -15.1% | -17.7% |
| 3M | +2.9% | -25.6% | +28.5% | +12.8% |
| 6M | +0.2% | +0.5% | -0.3% | -2.5% |
| YTD | -8.1% | -23.1% | +15.0% | -3.4% |
| 1Y | -4.5% | -7.5% | +3.0% | -6.9% |
| 3Y | +94.2% | +15.3% | +78.9% | +53.9% |
| 5Y | +79.1% | -34.8% | +113.9% | +87.5% |
| All | +79.1% | -33.9% | +113.0% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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