+1,497.9%
META vs ARWR
+1,104.6%
+393.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.8% | +2.8% | -3.2% |
| 7D | -3.1% | -5.0% | +1.9% | -2.5% |
| 30D | -18.1% | -6.6% | -11.5% | -17.5% |
| 3M | +2.9% | -33.9% | +36.7% | +7.5% |
| 6M | +0.2% | -23.3% | +23.5% | +2.2% |
| YTD | -8.1% | -13.5% | +5.4% | -7.9% |
| 1Y | -4.5% | +42.5% | -47.1% | -10.4% |
| 3Y | +94.2% | +104.1% | -9.9% | +65.8% |
| 5Y | +79.1% | -28.8% | +107.9% | +66.2% |
| 10Y | +405.9% | +911.6% | -505.7% | +240.2% |
| All | +1,497.9% | +1,104.6% | +393.3% | +995.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling