+379.6%
META vs ALM
+2,950.3%
-2,570.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | +6.7% | -2.6% | +9.3% | +6.8% |
| 30D | +4.8% | +32.0% | -27.3% | +4.0% |
| 3M | -1.6% | -15.0% | +13.4% | -1.5% |
| 6M | -7.5% | -10.1% | +2.7% | -7.7% |
| YTD | -6.4% | +99.4% | -105.8% | -8.1% |
| 1Y | -17.3% | +316.4% | -333.7% | -20.0% |
| 3Y | +109.9% | +2,022.0% | -1,912.1% | +97.3% |
| 5Y | +65.4% | +941.2% | -875.8% | +56.4% |
| All | +379.6% | +2,950.3% | -2,570.7% | +325.3% |
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