+2,443.2%
META vs ALM
+3,431.9%
-988.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -3.9% |
| 7D | -3.1% | -14.5% | +11.4% | -3.1% |
| 30D | -18.1% | -39.0% | +20.9% | -18.1% |
| 3M | +2.9% | -40.3% | +43.1% | +2.9% |
| 6M | +0.2% | -60.3% | +60.5% | +0.2% |
| YTD | -8.1% | -9.8% | +1.7% | -8.1% |
| 1Y | -4.5% | +30.8% | -35.3% | -4.5% |
| 3Y | +94.2% | +772.4% | -678.3% | +94.3% |
| 5Y | +79.1% | +390.7% | -311.7% | +79.2% |
| 10Y | +405.9% | +2,028.5% | -1,622.6% | +407.0% |
| All | +2,443.2% | +3,431.9% | -988.7% | +2,469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling