+400.1%
META vs APD
+190.3%
+209.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -2.7% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | -18.1% | +10.1% | -28.2% | -21.4% |
| 3M | +2.9% | +4.9% | -2.0% | +0.5% |
| 6M | +0.2% | +2.5% | -2.3% | -1.6% |
| YTD | -8.1% | +27.8% | -35.9% | -18.8% |
| 1Y | -4.5% | +32.9% | -37.4% | -17.9% |
| 3Y | +94.2% | +13.4% | +80.8% | +74.2% |
| 5Y | +79.1% | +12.8% | +66.3% | +56.5% |
| All | +400.1% | +190.3% | +209.8% | +167.2% |
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