+379.6%
META vs APH
+454.1%
-74.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -47.8% | +55.6% | +27.5% |
| 7D | +8.0% | -48.7% | +56.7% | +29.1% |
| 30D | +4.8% | -51.9% | +56.7% | +29.6% |
| 3M | -1.6% | -43.6% | +41.9% | +8.6% |
| 6M | -7.5% | -37.5% | +30.1% | -5.4% |
| YTD | -6.4% | -38.6% | +32.2% | -6.5% |
| 1Y | -17.3% | -26.3% | +9.0% | -28.4% |
| 3Y | +109.9% | +89.2% | +20.7% | -12.2% |
| 5Y | +65.4% | +119.8% | -54.4% | -37.4% |
| All | +379.6% | +454.1% | -74.5% | -2.3% |
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