+62.8%
META vs APA
+156.4%
-93.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.4% |
| 7D | +6.7% | +0.5% | +6.2% | +6.6% |
| 30D | +4.8% | +23.4% | -18.6% | +2.1% |
| 3M | -1.6% | +12.7% | -14.3% | -3.3% |
| 6M | -7.5% | +39.4% | -46.9% | -13.0% |
| YTD | -6.4% | +79.0% | -85.3% | -15.9% |
| 1Y | -17.3% | +88.8% | -106.2% | -27.0% |
| 3Y | +109.9% | +6.4% | +103.6% | +95.8% |
| All | +62.8% | +156.4% | -93.6% | +30.4% |
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 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