+1,527.5%
META vs AU
+297.5%
+1,230.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | +6.7% | -3.6% | +10.3% | +6.8% |
| 30D | +4.8% | +23.9% | -19.1% | +4.0% |
| 3M | -1.6% | +19.1% | -20.7% | -2.3% |
| 6M | -7.5% | -0.2% | -7.3% | -7.8% |
| YTD | -6.4% | +32.5% | -38.9% | -7.5% |
| 1Y | -17.3% | +96.9% | -114.3% | -19.4% |
| 3Y | +109.9% | +614.7% | -504.8% | +95.5% |
| 5Y | +65.4% | +647.7% | -582.3% | +53.3% |
| 10Y | +391.8% | +679.2% | -287.4% | +364.3% |
| All | +1,527.5% | +297.5% | +1,230.0% | +1,398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling