+379.6%
META vs AR
+52.0%
+327.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +6.7% | +2.5% | +4.2% | +6.5% |
| 30D | +4.8% | +14.8% | -10.0% | +3.4% |
| 3M | -1.6% | +6.2% | -7.9% | -2.4% |
| 6M | -7.5% | +4.3% | -11.8% | -8.3% |
| YTD | -6.4% | +14.4% | -20.8% | -8.2% |
| 1Y | -17.3% | +21.3% | -38.7% | -19.6% |
| 3Y | +109.9% | +39.8% | +70.1% | +99.4% |
| 5Y | +65.4% | +142.1% | -76.7% | +48.7% |
| All | +379.6% | +52.0% | +327.6% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling