+93.4%
META vs APH
+244.7%
-151.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.3% | +5.4% | -0.6% |
| 7D | -3.1% | -12.7% | +9.6% | +1.5% |
| 30D | -18.1% | -19.2% | +1.1% | -11.9% |
| 3M | +2.9% | -16.7% | +19.5% | +9.0% |
| 6M | +0.2% | +5.1% | -5.0% | -4.7% |
| YTD | -8.1% | +6.6% | -14.7% | -15.7% |
| 1Y | -4.5% | +3.9% | -8.4% | -11.7% |
| All | +93.4% | +244.7% | -151.3% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling