+84.7%
META vs APA
+90.7%
-6.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | +3.1% | +9.6% | -6.6% | +2.0% |
| 30D | -18.2% | -0.2% | -18.0% | -18.3% |
| 3M | +7.8% | +19.8% | -12.0% | +5.3% |
| 6M | +3.6% | +30.1% | -26.5% | -0.2% |
| YTD | -5.3% | +100.4% | -105.7% | -16.5% |
| 1Y | +2.7% | +105.2% | -102.5% | -10.0% |
| 3Y | +91.5% | +44.6% | +46.9% | +69.6% |
| 5Y | +84.7% | +88.8% | -4.1% | +45.8% |
| All | +84.7% | +90.7% | -6.1% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling