-1.1%
META vs ALM
+31.8%
-32.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | -0.8% | -6.7% | +5.9% | -0.3% |
| 30D | -15.4% | -32.9% | +17.5% | -13.2% |
| 3M | +3.5% | -39.5% | +43.0% | +6.2% |
| 6M | -0.3% | -62.0% | +61.7% | +5.6% |
| YTD | -7.3% | -7.8% | +0.5% | -9.7% |
| 1Y | -1.1% | +26.7% | -27.8% | -10.0% |
| All | -1.1% | +31.8% | -32.9% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling