-17.3%
META vs APP
-35.6%
+18.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +6.7% | +0.9% | +5.8% | +6.5% |
| 30D | +4.8% | -23.3% | +28.0% | +8.7% |
| 3M | -1.6% | -42.6% | +41.0% | +6.6% |
| 6M | -7.5% | -33.6% | +26.1% | -2.8% |
| YTD | -6.4% | -52.4% | +46.0% | +1.1% |
| 1Y | -17.3% | -35.9% | +18.5% | -12.8% |
| All | -17.3% | -35.6% | +18.3% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling