+101.4%
META vs ARM
+255.3%
-153.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +2.2% |
| 7D | +2.9% | -18.7% | +21.6% | +5.8% |
| 30D | -15.1% | -36.7% | +21.6% | -9.7% |
| 3M | +7.2% | -31.6% | +38.9% | +12.3% |
| 6M | +3.4% | -5.6% | +9.0% | +0.4% |
| YTD | -4.3% | +75.5% | -79.8% | -17.0% |
| 1Y | +0.8% | +19.3% | -18.6% | -7.1% |
| All | +101.4% | +255.3% | -153.9% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling