-17.3%
META vs APA
+94.6%
-112.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +0.3% |
| 7D | +6.7% | +0.5% | +6.2% | +6.8% |
| 30D | +4.8% | +23.4% | -18.6% | +9.8% |
| 3M | -1.6% | +12.7% | -14.3% | +1.8% |
| 6M | -7.5% | +39.4% | -46.9% | -2.7% |
| YTD | -6.4% | +79.0% | -85.3% | 0.0% |
| 1Y | -17.3% | +88.8% | -106.2% | -11.4% |
| All | -17.3% | +94.6% | -112.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling