+1,527.5%
META vs APA
-28.7%
+1,556.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -1.6% | +12.7% | -14.3% | -3.4% |
| 6M | -7.5% | +39.4% | -46.9% | -12.4% |
| YTD | -6.4% | +79.0% | -85.3% | -14.5% |
| 1Y | -17.3% | +88.8% | -106.2% | -25.5% |
| 3Y | +109.9% | +6.4% | +103.6% | +98.9% |
| 5Y | +65.4% | +153.0% | -87.6% | +37.5% |
| 10Y | +391.8% | +7.5% | +384.3% | +287.8% |
| All | +1,527.5% | -28.7% | +1,556.2% | +1,201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling