+107.7%
META vs ARM
+223.5%
-115.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | +3.3% | -10.4% | +13.6% | +4.8% |
| 30D | -10.8% | -31.8% | +21.1% | -6.0% |
| 3M | +7.9% | -32.2% | +40.1% | +13.2% |
| 6M | +5.4% | -14.9% | +20.3% | +4.1% |
| YTD | -2.6% | +66.0% | -68.6% | -15.2% |
| 1Y | +1.9% | +17.2% | -15.3% | -6.1% |
| 3Y | +97.0% | +247.2% | -150.3% | +47.9% |
| All | +107.7% | +223.5% | -115.8% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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