+1,511.3%
META vs AU
+238.9%
+1,272.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.7% |
| 7D | -0.8% | +16.5% | -17.3% | -1.3% |
| 30D | -15.4% | +3.3% | -18.7% | -15.5% |
| 3M | +3.5% | +6.8% | -3.3% | +3.2% |
| 6M | -0.3% | -3.9% | +3.7% | -0.4% |
| YTD | -7.3% | +12.9% | -20.3% | -8.0% |
| 1Y | -1.1% | +43.5% | -44.6% | -2.5% |
| 3Y | +95.1% | +445.5% | -350.5% | +83.2% |
| 5Y | +80.6% | +469.0% | -388.4% | +68.3% |
| 10Y | +410.1% | +698.3% | -288.2% | +384.7% |
| All | +1,511.3% | +238.9% | +1,272.4% | +1,390.2% |
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