+1,594.6%
META vs ALNY
+1,552.1%
+42.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +2.2% |
| 7D | +5.2% | +5.8% | -0.7% | +4.3% |
| 30D | -13.0% | -26.5% | +13.5% | -9.9% |
| 3M | +7.9% | -27.3% | +35.3% | +11.7% |
| 6M | +4.2% | -43.4% | +47.6% | +10.9% |
| YTD | -2.5% | -58.5% | +56.0% | +7.8% |
| 1Y | +5.6% | -63.6% | +69.2% | +18.8% |
| 3Y | +96.8% | 0.0% | +96.8% | +90.6% |
| 5Y | +90.0% | -3.4% | +93.5% | +81.6% |
| 10Y | +444.3% | +254.6% | +189.7% | +342.9% |
| All | +1,594.6% | +1,552.1% | +42.5% | +1,078.7% |
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