-7.5%
META vs AU
-3.0%
-4.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | +6.7% | -3.6% | +10.3% | +7.3% |
| 30D | +4.8% | +23.9% | -19.1% | +0.3% |
| 3M | -1.6% | +19.1% | -20.7% | -4.5% |
| 6M | -7.5% | -0.2% | -7.3% | -5.5% |
| All | -7.5% | -3.0% | -4.5% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling