+436.0%
META vs APH
+938.3%
-502.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +3.3% | -5.0% | +8.3% | +5.8% |
| 30D | -10.8% | -8.4% | -2.4% | -6.9% |
| 3M | +7.9% | -4.5% | +12.4% | +9.0% |
| 6M | +5.4% | +25.3% | -19.9% | -12.0% |
| YTD | -2.6% | +18.9% | -21.5% | -19.4% |
| 1Y | +1.9% | +11.9% | -10.1% | -12.7% |
| 3Y | +97.0% | +278.0% | -181.0% | -33.4% |
| 5Y | +97.6% | +306.4% | -208.8% | -36.4% |
| 10Y | +436.0% | +955.2% | -519.1% | -8.2% |
| All | +436.0% | +938.3% | -502.3% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling