-4.5%
META vs AR
+10.8%
-15.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -4.3% |
| 7D | -3.1% | -11.7% | +8.6% | -4.7% |
| 30D | -18.1% | +1.8% | -20.0% | -17.9% |
| 3M | +2.9% | +6.0% | -3.1% | +4.0% |
| 6M | +0.2% | -7.0% | +7.2% | +0.4% |
| YTD | -8.1% | +5.6% | -13.7% | -9.0% |
| 1Y | -4.5% | +10.8% | -15.3% | -5.8% |
| All | -4.5% | +10.8% | -15.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling