+93.4%
META vs ALM
+806.0%
-712.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -3.5% |
| 7D | -3.1% | -14.5% | +11.4% | -2.4% |
| 30D | -18.1% | -39.0% | +20.9% | -16.3% |
| 3M | +2.9% | -40.3% | +43.1% | +4.9% |
| 6M | +0.2% | -60.3% | +60.5% | +3.7% |
| YTD | -8.1% | -9.8% | +1.7% | -8.4% |
| 1Y | -4.5% | +30.8% | -35.3% | -6.3% |
| All | +93.4% | +806.0% | -712.5% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling