+79.1%
META vs APH
+274.6%
-195.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.3% | +5.4% | +1.0% |
| 7D | -3.1% | -12.7% | +9.6% | +3.7% |
| 30D | -18.1% | -19.2% | +1.1% | -8.8% |
| 3M | +2.9% | -16.7% | +19.5% | +11.9% |
| 6M | +0.2% | +5.1% | -5.0% | -7.4% |
| YTD | -8.1% | +6.6% | -14.7% | -19.6% |
| 1Y | -4.5% | +3.9% | -8.4% | -15.6% |
| 3Y | +94.2% | +246.0% | -151.8% | -46.5% |
| 5Y | +79.1% | +268.0% | -188.9% | -54.7% |
| All | +79.1% | +274.6% | -195.5% | -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