+115.5%
META vs AUR
-35.0%
+150.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.7% | +6.6% |
| 7D | +10.3% | +11.1% | -0.8% | +8.6% |
| 30D | +9.9% | -6.9% | +16.8% | +10.8% |
| 3M | +11.9% | +5.5% | +6.4% | +10.6% |
| 6M | +1.2% | +41.0% | -39.8% | -5.2% |
| YTD | -0.8% | +69.3% | -70.1% | -9.9% |
| 1Y | -14.3% | +14.0% | -28.4% | -18.1% |
| 3Y | +121.4% | +90.1% | +31.3% | +73.2% |
| 5Y | +74.5% | -34.4% | +108.9% | +38.3% |
| All | +115.5% | -35.0% | +150.5% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AUR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling