-14.3%
META vs AU
+80.8%
-95.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +5.9% | +6.5% |
| 7D | +10.3% | +0.6% | +9.6% | +10.2% |
| 30D | +9.9% | +12.3% | -2.4% | +9.0% |
| 3M | +11.9% | +29.4% | -17.4% | +10.2% |
| 6M | +1.2% | +3.2% | -2.1% | -0.7% |
| YTD | -0.8% | +31.8% | -32.6% | -1.7% |
| 1Y | -14.3% | +83.4% | -97.8% | -11.6% |
| All | -14.3% | +80.8% | -95.2% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling