-1.1%
META vs ARM
+4.6%
-5.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.4% |
| 7D | -0.8% | -15.2% | +14.4% | +0.7% |
| 30D | -15.4% | -40.7% | +25.3% | -11.5% |
| 3M | +3.5% | -39.1% | +42.6% | +7.7% |
| 6M | -0.3% | -26.4% | +26.1% | +1.0% |
| YTD | -7.3% | +59.7% | -67.1% | -15.7% |
| 1Y | -1.1% | +10.3% | -11.4% | -5.6% |
| All | -1.1% | +4.6% | -5.6% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling