+436.0%
META vs APA
+0.4%
+435.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +3.3% | -5.5% | +8.8% | +3.9% |
| 30D | -10.8% | -1.2% | -9.6% | -10.7% |
| 3M | +7.9% | +10.6% | -2.7% | +6.3% |
| 6M | +5.4% | +28.4% | -23.0% | +1.5% |
| YTD | -2.6% | +89.7% | -92.3% | -12.0% |
| 1Y | +1.9% | +90.6% | -88.7% | -8.1% |
| 3Y | +97.0% | +36.9% | +60.1% | +80.3% |
| 5Y | +97.6% | +83.2% | +14.4% | +70.5% |
| 10Y | +436.0% | -0.1% | +436.2% | +310.9% |
| All | +436.0% | +0.4% | +435.7% | +310.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling