+425.7%
META vs APD
+192.6%
+233.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.3% |
| 7D | +5.7% | -1.6% | +7.3% | +6.4% |
| 30D | -10.8% | +10.6% | -21.4% | -14.5% |
| 3M | +8.4% | +2.5% | +5.9% | +7.0% |
| 6M | +5.4% | +6.0% | -0.6% | +2.0% |
| YTD | -2.6% | +28.4% | -31.0% | -14.1% |
| 1Y | +3.5% | +22.2% | -18.6% | -7.0% |
| 3Y | +102.0% | +26.6% | +75.4% | +72.5% |
| 5Y | +93.1% | +11.8% | +81.3% | +69.7% |
| 10Y | +425.7% | +187.8% | +237.9% | +178.5% |
| All | +425.7% | +192.6% | +233.1% | +178.5% |
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