+111.6%
META vs AUR
-54.5%
+166.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +3.3% | +6.6% | -3.3% | +2.3% |
| 30D | -10.8% | -22.0% | +11.2% | -8.0% |
| 3M | +7.9% | -34.8% | +42.7% | +13.8% |
| 6M | +5.4% | -35.7% | +41.1% | +10.6% |
| YTD | -2.6% | +18.5% | -21.1% | -7.4% |
| 1Y | +1.9% | +4.4% | -2.5% | -1.7% |
| 3Y | +97.0% | +150.7% | -53.7% | +44.9% |
| 5Y | +97.6% | -53.6% | +151.2% | +63.3% |
| All | +111.6% | -54.5% | +166.1% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling