+62.8%
META vs AR
+143.7%
-80.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +6.7% | +2.5% | +4.2% | +6.3% |
| 30D | +4.8% | +14.8% | -10.0% | +2.5% |
| 3M | -1.6% | +6.2% | -7.9% | -2.8% |
| 6M | -7.5% | +4.3% | -11.8% | -8.8% |
| YTD | -6.4% | +14.4% | -20.8% | -9.5% |
| 1Y | -17.3% | +21.3% | -38.7% | -21.3% |
| 3Y | +109.9% | +39.8% | +70.1% | +91.7% |
| All | +62.8% | +143.7% | -80.9% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling