+81.9%
META vs APD
+11.0%
+71.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -0.8% | -3.7% | +2.9% | +0.5% |
| 30D | -15.4% | +9.6% | -25.0% | -18.1% |
| 3M | +3.5% | +1.6% | +1.9% | +2.7% |
| 6M | -0.3% | +2.2% | -2.4% | -1.6% |
| YTD | -7.3% | +25.9% | -33.2% | -16.3% |
| 1Y | -1.1% | +20.1% | -21.2% | -9.3% |
| 3Y | +95.1% | +12.4% | +82.7% | +79.2% |
| All | +81.9% | +11.0% | +71.0% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling