+96.0%
META vs ARM
+197.2%
-101.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.1% | +9.1% | -2.1% |
| 7D | -3.1% | -27.1% | +24.0% | +1.2% |
| 30D | -18.1% | -44.9% | +26.8% | -11.2% |
| 3M | +2.9% | -39.3% | +42.1% | +9.6% |
| 6M | +0.2% | -20.2% | +20.4% | -0.4% |
| YTD | -8.1% | +52.5% | -60.6% | -19.0% |
| 1Y | -4.5% | +4.1% | -8.6% | -10.4% |
| 3Y | +94.2% | +211.7% | -117.5% | +48.3% |
| All | +96.0% | +197.2% | -101.2% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling