+81.9%
META vs AU
+465.1%
-383.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.4% |
| 7D | -0.8% | +16.5% | -17.3% | -2.2% |
| 30D | -15.4% | +3.3% | -18.7% | -15.7% |
| 3M | +3.5% | +6.8% | -3.3% | +2.5% |
| 6M | -0.3% | -3.9% | +3.7% | -0.6% |
| YTD | -7.3% | +12.9% | -20.3% | -9.5% |
| 1Y | -1.1% | +43.5% | -44.6% | -5.7% |
| 3Y | +95.1% | +445.5% | -350.5% | +52.6% |
| All | +81.9% | +465.1% | -383.2% | +32.9% |
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 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