+62.8%
META vs APP
+313.3%
-250.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | +6.7% | +0.9% | +5.8% | +6.5% |
| 30D | +4.8% | -23.3% | +28.0% | +10.8% |
| 3M | -1.6% | -42.6% | +41.0% | +11.2% |
| 6M | -7.5% | -33.6% | +26.1% | -0.4% |
| YTD | -6.4% | -52.4% | +46.0% | +7.1% |
| 1Y | -17.3% | -35.9% | +18.5% | -13.8% |
| 3Y | +109.9% | +642.2% | -532.3% | -3.1% |
| All | +62.8% | +313.3% | -250.5% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling