+433.3%
META vs ARWR
+1,021.8%
-588.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -0.2% | -19.9% | +19.7% | +2.4% |
| 30D | -15.4% | -18.7% | +3.4% | -13.4% |
| 3M | +5.0% | -44.7% | +49.7% | +12.6% |
| 6M | +5.2% | -36.5% | +41.7% | +9.9% |
| YTD | -4.5% | -25.7% | +21.2% | -2.8% |
| 1Y | +0.6% | +18.9% | -18.3% | -4.7% |
| 3Y | +93.1% | +83.1% | +10.0% | +62.0% |
| 5Y | +93.7% | -34.9% | +128.6% | +78.0% |
| 10Y | +433.3% | +1,080.9% | -647.5% | +273.3% |
| All | +433.3% | +1,021.8% | -588.5% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling