+404.3%
META vs AR
+44.3%
+360.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | -0.8% | -14.3% | +13.5% | +0.6% |
| 30D | -15.4% | +1.4% | -16.8% | -15.6% |
| 3M | +3.5% | +3.4% | +0.1% | +3.0% |
| 6M | -0.3% | -2.1% | +1.8% | -0.5% |
| YTD | -7.3% | +4.7% | -12.0% | -8.5% |
| 1Y | -1.1% | +10.6% | -11.7% | -3.0% |
| 3Y | +95.1% | +24.6% | +70.5% | +87.3% |
| 5Y | +80.6% | +71.9% | +8.7% | +66.7% |
| All | +404.3% | +44.3% | +360.0% | +388.6% |
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