+95.1%
META vs APA
+24.2%
+70.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.7% |
| 7D | -0.8% | -15.5% | +14.7% | -0.1% |
| 30D | -15.4% | +2.4% | -17.8% | -15.5% |
| 3M | +3.5% | +22.8% | -19.3% | +2.4% |
| 6M | -0.3% | +17.9% | -18.2% | -1.2% |
| YTD | -7.3% | +87.7% | -95.0% | -14.9% |
| 1Y | -1.1% | +94.2% | -95.3% | -9.9% |
| 3Y | +95.1% | +27.2% | +67.8% | +66.8% |
| All | +95.1% | +24.2% | +70.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling