+1,196.7%
META vs AR
-30.9%
+1,227.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.7% | +2.0% |
| 7D | +2.9% | -11.1% | +14.0% | +3.9% |
| 30D | -15.1% | +7.9% | -23.0% | -15.7% |
| 3M | +7.2% | +4.9% | +2.4% | +6.6% |
| 6M | +3.4% | -5.3% | +8.7% | +3.5% |
| YTD | -4.3% | +8.6% | -12.9% | -5.8% |
| 1Y | +0.8% | +13.7% | -12.9% | -1.3% |
| 3Y | +102.2% | +22.8% | +79.4% | +94.9% |
| 5Y | +89.4% | +82.0% | +7.4% | +75.1% |
| 10Y | +426.7% | +51.8% | +374.9% | +355.3% |
| All | +1,196.7% | -30.9% | +1,227.6% | +1,041.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling