+1,497.9%
META vs APA
-27.2%
+1,525.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.7% |
| 7D | -3.1% | -15.6% | +12.5% | -1.2% |
| 30D | -18.1% | -0.9% | -17.2% | -18.1% |
| 3M | +2.9% | +26.1% | -23.2% | -0.3% |
| 6M | +0.2% | +6.1% | -5.9% | -1.3% |
| YTD | -8.1% | +82.8% | -90.9% | -16.5% |
| 1Y | -4.5% | +106.5% | -111.0% | -14.8% |
| 3Y | +94.2% | +21.9% | +72.3% | +80.7% |
| 5Y | +79.1% | +69.7% | +9.4% | +56.3% |
| 10Y | +405.9% | 0.0% | +405.9% | +301.7% |
| All | +1,497.9% | -27.2% | +1,525.1% | +1,172.1% |
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