+86.4%
META vs ALM
+410.2%
-323.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| 6M | +4.2% | -57.9% | +62.2% | +5.9% |
| YTD | -2.5% | -6.7% | +4.2% | -2.2% |
| 1Y | +5.6% | +20.2% | -14.6% | +5.6% |
| 3Y | +96.8% | +879.4% | -782.6% | +104.3% |
| All | +86.4% | +410.2% | -323.8% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling