+379.6%
META vs APH
+1,060.9%
-681.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +6.7% | +5.0% | +1.7% | +3.7% |
| 30D | +4.8% | -3.9% | +8.6% | +6.8% |
| 3M | -1.6% | +13.0% | -14.6% | -10.6% |
| 6M | -7.5% | +25.2% | -32.6% | -22.2% |
| YTD | -6.4% | +22.9% | -29.3% | -23.1% |
| 1Y | -17.3% | +47.8% | -65.2% | -41.1% |
| 3Y | +109.9% | +283.0% | -173.1% | -28.3% |
| 5Y | +65.4% | +349.7% | -284.3% | -49.2% |
| All | +379.6% | +1,060.9% | -681.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling