+436.0%
META vs ALM
+2,040.7%
-1,604.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.2% | +0.2% |
| 7D | +3.3% | -6.3% | +9.6% | +3.4% |
| 30D | -10.8% | -31.4% | +20.7% | -10.0% |
| 3M | +7.9% | -40.6% | +48.5% | +9.0% |
| 6M | +5.4% | -58.6% | +64.0% | +7.1% |
| YTD | -2.6% | -7.6% | +5.0% | -2.8% |
| 1Y | +1.9% | +13.8% | -12.0% | +1.2% |
| 3Y | +97.0% | +842.1% | -745.2% | +88.4% |
| 5Y | +97.6% | +407.4% | -309.8% | +89.8% |
| 10Y | +436.0% | +2,079.4% | -1,643.3% | +384.4% |
| All | +436.0% | +2,040.7% | -1,604.7% | +384.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling