+93.4%
META vs APD
+13.4%
+80.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -3.5% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -18.1% | +10.1% | -28.2% | -19.4% |
| 3M | +2.9% | +4.9% | -2.0% | +2.0% |
| 6M | +0.2% | +2.5% | -2.3% | -0.4% |
| YTD | -8.1% | +27.8% | -35.9% | -13.1% |
| 1Y | -4.5% | +32.9% | -37.4% | -11.0% |
| All | +93.4% | +13.4% | +80.1% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling