+1,527.5%
META vs ALNY
+2,563.8%
-1,036.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +6.7% | +12.2% | -5.5% | +5.0% |
| 30D | +4.8% | +16.3% | -11.6% | +2.4% |
| 3M | -1.6% | -12.4% | +10.7% | -0.6% |
| 6M | -7.5% | -18.7% | +11.2% | -5.7% |
| YTD | -6.4% | -33.1% | +26.7% | -2.2% |
| 1Y | -17.3% | -41.3% | +24.0% | -12.1% |
| 3Y | +109.9% | +32.3% | +77.6% | +96.6% |
| 5Y | +65.4% | +34.8% | +30.6% | +51.2% |
| 10Y | +391.8% | +284.7% | +107.1% | +283.1% |
| All | +1,527.5% | +2,563.8% | -1,036.3% | +969.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling