+1,563.7%
META vs ALK
+176.8%
+1,386.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.8% | -7.3% | -0.7% |
| 7D | +2.9% | +12.4% | -9.6% | -0.3% |
| 30D | -15.1% | +2.1% | -17.1% | -15.9% |
| 3M | +7.2% | -23.9% | +31.1% | +14.2% |
| 6M | +3.4% | +8.2% | -4.8% | -0.4% |
| YTD | -4.3% | -20.5% | +16.2% | -1.4% |
| 1Y | +0.8% | -1.0% | +1.8% | -2.1% |
| 3Y | +102.2% | +19.2% | +83.0% | +80.7% |
| 5Y | +89.4% | -28.2% | +117.6% | +90.3% |
| 10Y | +426.7% | -39.2% | +465.9% | +398.7% |
| All | +1,563.7% | +176.8% | +1,386.9% | +840.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling