+1,053.5%
META vs ALLY
+104.2%
+949.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.2% |
| 7D | +2.9% | +2.4% | +0.5% | +2.0% |
| 30D | -15.1% | +5.6% | -20.6% | -16.6% |
| 3M | +7.2% | -11.7% | +18.9% | +11.3% |
| 6M | +3.4% | -7.0% | +10.4% | +5.4% |
| YTD | -4.3% | -10.4% | +6.1% | -1.6% |
| 1Y | +0.8% | +2.4% | -1.6% | -0.8% |
| 3Y | +102.2% | +59.2% | +42.9% | +68.3% |
| 5Y | +89.4% | -5.0% | +94.4% | +79.9% |
| 10Y | +426.7% | +204.5% | +222.3% | +253.0% |
| All | +1,053.5% | +104.2% | +949.2% | +829.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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