+100.1%
META vs APP
+458.9%
-358.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.0% | -1.4% |
| 7D | -0.8% | +71.2% | -72.0% | -13.7% |
| 30D | -15.4% | +39.1% | -54.5% | -22.9% |
| 3M | +3.5% | +16.5% | -13.0% | -1.9% |
| 6M | -0.3% | -16.6% | +16.3% | +0.5% |
| YTD | -7.3% | -41.9% | +34.6% | -0.9% |
| 1Y | -1.1% | -37.0% | +36.0% | +3.2% |
| 3Y | +95.1% | +892.4% | -797.4% | -12.3% |
| 5Y | +80.6% | +297.3% | -216.7% | -15.8% |
| All | +100.1% | +458.9% | -358.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 10y: compounded portfolio wealth divided by compounded APP 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…
10y analysis · Full analysis span regression · 6 months rolling