+79.1%
META vs APP
+260.3%
-181.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +31.0% | -35.0% | -11.2% |
| 7D | -3.1% | +39.7% | -42.8% | -12.1% |
| 30D | -18.1% | +27.7% | -45.8% | -24.1% |
| 3M | +2.9% | -14.8% | +17.6% | +4.3% |
| 6M | +0.2% | -25.5% | +25.7% | +3.8% |
| YTD | -8.1% | -47.2% | +39.1% | +0.8% |
| 1Y | -4.5% | -42.3% | +37.8% | +1.9% |
| 3Y | +94.2% | +806.8% | -712.6% | -17.1% |
| 5Y | +79.1% | +261.6% | -182.6% | -15.7% |
| All | +79.1% | +260.3% | -181.2% | -15.7% |
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