+1,563.7%
META vs APH
+2,645.7%
-1,082.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.2% | +7.6% | +4.8% |
| 7D | +2.9% | -2.4% | +5.3% | +3.9% |
| 30D | -15.1% | -9.5% | -5.6% | -10.8% |
| 3M | +7.2% | -7.6% | +14.9% | +10.7% |
| 6M | +3.4% | +12.4% | -9.0% | -7.0% |
| YTD | -4.3% | +17.5% | -21.8% | -19.0% |
| 1Y | +0.8% | +16.4% | -15.6% | -14.7% |
| 3Y | +102.2% | +281.6% | -179.4% | -23.7% |
| 5Y | +89.4% | +317.7% | -228.4% | -31.8% |
| 10Y | +426.7% | +967.8% | -541.1% | +12.6% |
| All | +1,563.7% | +2,645.7% | -1,082.0% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling