+93.4%
META vs ARM
+208.9%
-115.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.1% | +9.1% | -2.1% |
| 7D | -3.1% | -27.1% | +24.0% | +1.1% |
| 30D | -18.1% | -44.9% | +26.8% | -11.3% |
| 3M | +2.9% | -39.3% | +42.1% | +9.5% |
| 6M | +0.2% | -20.2% | +20.4% | -0.4% |
| YTD | -8.1% | +52.5% | -60.6% | -18.8% |
| 1Y | -4.5% | +4.1% | -8.6% | -10.3% |
| All | +93.4% | +208.9% | -115.4% | +55.7% |
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