+62.8%
META vs AU
+668.7%
-605.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +6.7% | -3.6% | +10.3% | +7.0% |
| 30D | +4.8% | +23.9% | -19.1% | +2.6% |
| 3M | -1.6% | +19.1% | -20.7% | -3.4% |
| 6M | -7.5% | -0.2% | -7.3% | -8.2% |
| YTD | -6.4% | +32.5% | -38.9% | -9.7% |
| 1Y | -17.3% | +96.9% | -114.3% | -23.5% |
| 3Y | +109.9% | +614.7% | -504.8% | +60.4% |
| All | +62.8% | +668.7% | -605.9% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling