+1,527.5%
META vs ARWR
+1,710.1%
-182.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | +1.7% | +5.0% | +6.5% |
| 30D | +4.8% | -0.7% | +5.4% | +4.8% |
| 3M | -1.6% | +14.9% | -16.5% | -3.8% |
| 6M | -7.5% | +32.6% | -40.1% | -11.2% |
| YTD | -6.4% | +30.0% | -36.4% | -10.2% |
| 1Y | -17.3% | +208.4% | -225.7% | -29.2% |
| 3Y | +109.9% | +208.8% | -98.9% | +71.1% |
| 5Y | +65.4% | +27.8% | +37.5% | +44.4% |
| 10Y | +391.8% | +1,107.6% | -715.7% | +222.3% |
| All | +1,527.5% | +1,710.1% | -182.6% | +968.8% |
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