+418.8%
META vs ALNY
+256.2%
+162.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.7% |
| 7D | +10.3% | -3.5% | +13.8% | +10.9% |
| 30D | +9.9% | +18.9% | -9.0% | +6.6% |
| 3M | +11.9% | -13.3% | +25.3% | +13.5% |
| 6M | +1.2% | -20.3% | +21.4% | +3.8% |
| YTD | -0.8% | -35.1% | +34.3% | +5.0% |
| 1Y | -14.3% | -46.5% | +32.1% | -6.6% |
| 3Y | +121.4% | +28.1% | +93.3% | +106.0% |
| 5Y | +74.5% | +36.1% | +38.4% | +56.8% |
| 10Y | +418.8% | +269.7% | +149.1% | +308.1% |
| All | +418.8% | +256.2% | +162.7% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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