+462.9%
META vs ALM
+2,100.8%
-1,637.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +2.7% |
| 7D | +5.2% | +1.2% | +3.9% | +5.1% |
| 30D | -13.0% | -19.3% | +6.3% | -12.6% |
| 3M | +7.9% | -40.6% | +48.6% | +9.1% |
| 6M | +4.2% | -57.9% | +62.2% | +6.0% |
| YTD | -2.5% | -6.7% | +4.2% | -2.7% |
| 1Y | +5.6% | +20.2% | -14.6% | +4.8% |
| 3Y | +96.8% | +879.4% | -782.6% | +88.2% |
| 5Y | +90.0% | +415.3% | -325.2% | +82.5% |
| All | +462.9% | +2,100.8% | -1,637.9% | +409.7% |
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