+99.6%
META vs ARM
+349.4%
-249.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.5% |
| 7D | +6.7% | +5.5% | +1.2% | +5.9% |
| 30D | +4.8% | -8.2% | +12.9% | +5.9% |
| 3M | -1.6% | -35.9% | +34.3% | +3.5% |
| 6M | -7.5% | +103.1% | -110.6% | -20.8% |
| YTD | -6.4% | +130.6% | -137.0% | -21.7% |
| 1Y | -17.3% | +86.1% | -103.4% | -28.7% |
| All | +99.6% | +349.4% | -249.8% | +51.7% |
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