+379.6%
META vs APD
+164.4%
+215.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +6.7% | -2.2% | +8.9% | +7.7% |
| 30D | +4.8% | +2.1% | +2.7% | +3.8% |
| 3M | -1.6% | +7.2% | -8.8% | -5.0% |
| 6M | -7.5% | +11.2% | -18.7% | -12.5% |
| YTD | -6.4% | +24.4% | -30.8% | -16.2% |
| 1Y | -17.3% | +6.7% | -24.0% | -21.2% |
| 3Y | +109.9% | +9.2% | +100.7% | +91.7% |
| 5Y | +65.4% | +27.4% | +38.0% | +36.1% |
| All | +379.6% | +164.4% | +215.2% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling