+1,593.8%
META vs ALNY
+1,417.9%
+175.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | +3.3% | -5.2% | +8.4% | +4.0% |
| 30D | -10.8% | -34.8% | +24.1% | -6.1% |
| 3M | +7.9% | -30.1% | +38.0% | +12.2% |
| 6M | +5.4% | -48.6% | +54.0% | +13.6% |
| YTD | -2.6% | -61.9% | +59.3% | +9.1% |
| 1Y | +1.9% | -65.7% | +67.5% | +15.6% |
| 3Y | +97.0% | -6.3% | +103.3% | +92.6% |
| 5Y | +97.6% | -14.0% | +111.6% | +91.7% |
| 10Y | +436.0% | +231.4% | +204.7% | +340.8% |
| All | +1,593.8% | +1,417.9% | +175.9% | +1,092.3% |
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