+0.8%
META vs ALL
+42.7%
-41.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +1.8% |
| 7D | +2.9% | +7.5% | -4.7% | +3.9% |
| 30D | -15.1% | +19.7% | -34.8% | -13.2% |
| 3M | +7.2% | +2.9% | +4.3% | +7.8% |
| 6M | +3.4% | +23.5% | -20.1% | +8.6% |
| YTD | -4.3% | +31.1% | -35.5% | +0.8% |
| 1Y | +0.8% | +40.5% | -39.7% | +7.8% |
| All | +0.8% | +42.7% | -41.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling