+1,497.9%
META vs APH
+2,389.6%
-891.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.3% | +5.4% | +1.1% |
| 7D | -3.1% | -12.7% | +9.6% | +3.8% |
| 30D | -18.1% | -19.2% | +1.1% | -8.7% |
| 3M | +2.9% | -16.7% | +19.5% | +12.0% |
| 6M | +0.2% | +5.1% | -5.0% | -6.8% |
| YTD | -8.1% | +6.6% | -14.7% | -18.1% |
| 1Y | -4.5% | +3.9% | -8.4% | -14.1% |
| 3Y | +94.2% | +246.0% | -151.8% | -22.9% |
| 5Y | +79.1% | +268.0% | -188.9% | -31.0% |
| 10Y | +405.9% | +868.2% | -462.3% | +13.9% |
| All | +1,497.9% | +2,389.6% | -891.7% | +180.1% |
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