+93.4%
META vs APP
+804.7%
-711.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +31.0% | -35.0% | -9.8% |
| 7D | -3.1% | +39.7% | -42.8% | -10.4% |
| 30D | -18.1% | +27.7% | -45.8% | -22.9% |
| 3M | +2.9% | -14.8% | +17.6% | +4.3% |
| 6M | +0.2% | -25.5% | +25.7% | +3.6% |
| YTD | -8.1% | -47.2% | +39.1% | -0.2% |
| 1Y | -4.5% | -42.3% | +37.8% | +1.3% |
| All | +93.4% | +804.7% | -711.3% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling