+62.8%
META vs APH
+120.4%
-57.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -47.8% | +55.6% | +23.4% |
| 7D | +8.0% | -48.7% | +56.7% | +24.9% |
| 30D | +4.8% | -51.9% | +56.7% | +25.2% |
| 3M | -1.6% | -43.6% | +41.9% | +5.2% |
| 6M | -7.5% | -37.5% | +30.1% | -8.3% |
| YTD | -6.4% | -38.6% | +32.2% | -9.9% |
| 1Y | -17.3% | -26.3% | +9.0% | -32.1% |
| 3Y | +109.9% | +89.2% | +20.7% | -31.5% |
| All | +62.8% | +120.4% | -57.6% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling