+436.0%
META vs AU
+750.1%
-314.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.3% |
| 7D | +3.3% | +15.3% | -12.0% | +2.4% |
| 30D | -10.8% | -0.3% | -10.4% | -10.8% |
| 3M | +7.9% | -2.9% | +10.8% | +7.9% |
| 6M | +5.4% | -10.7% | +16.1% | +5.6% |
| YTD | -2.6% | +14.0% | -16.6% | -4.0% |
| 1Y | +1.9% | +32.5% | -30.7% | -0.5% |
| 3Y | +97.0% | +557.9% | -461.0% | +72.7% |
| 5Y | +97.6% | +441.0% | -343.4% | +72.3% |
| 10Y | +436.0% | +816.9% | -380.9% | +380.8% |
| All | +436.0% | +750.1% | -314.0% | +380.8% |
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