+375.1%
META vs AU
+643.7%
-268.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +3.6% | +12.8% | -9.2% | +2.8% |
| 3M | +4.9% | +28.5% | -23.6% | +3.2% |
| 6M | -4.7% | +4.8% | -9.5% | -5.4% |
| YTD | -6.9% | +31.0% | -37.8% | -8.9% |
| 1Y | -18.2% | +81.4% | -99.6% | -21.5% |
| 3Y | +107.8% | +618.4% | -510.7% | +81.0% |
| 5Y | +63.9% | +686.3% | -622.4% | +41.1% |
| 10Y | +375.1% | +664.5% | -289.5% | +336.9% |
| All | +375.1% | +643.7% | -268.7% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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