+1.9%
META vs APA
+91.9%
-90.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.3% |
| 7D | +3.3% | -5.5% | +8.8% | +2.1% |
| 30D | -10.8% | -1.2% | -9.6% | -10.6% |
| 3M | +7.9% | +10.6% | -2.7% | +11.3% |
| 6M | +5.4% | +28.4% | -23.0% | +14.5% |
| YTD | -2.6% | +89.7% | -92.3% | +8.3% |
| 1Y | +1.9% | +90.6% | -88.7% | +12.9% |
| All | +1.9% | +91.9% | -90.0% | +12.9% |
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 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