+1,563.7%
META vs APD
+517.3%
+1,046.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +0.6% |
| 7D | +2.9% | +3.8% | -0.9% | +1.1% |
| 30D | -15.1% | +14.1% | -29.2% | -20.1% |
| 3M | +7.2% | +8.2% | -1.0% | +3.2% |
| 6M | +3.4% | +7.5% | -4.2% | -0.9% |
| YTD | -4.3% | +31.7% | -36.0% | -17.3% |
| 1Y | +0.8% | +35.1% | -34.3% | -14.8% |
| 3Y | +102.2% | +16.8% | +85.4% | +77.2% |
| 5Y | +89.4% | +19.4% | +70.0% | +60.7% |
| 10Y | +426.7% | +203.5% | +223.2% | +154.0% |
| All | +1,563.7% | +517.3% | +1,046.4% | +458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling