+3.4%
META vs APP
-41.8%
+45.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.7% | -9.2% | -0.8% |
| 7D | +2.9% | +4.5% | -1.7% | +1.6% |
| 30D | -15.1% | -3.6% | -11.5% | -14.6% |
| 3M | +7.2% | -35.3% | +42.5% | +15.5% |
| 6M | +3.4% | -42.8% | +46.2% | +13.7% |
| All | +3.4% | -41.8% | +45.2% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling