+63.9%
META vs AUR
-34.2%
+98.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | +6.0% | +19.2% | -13.2% | +3.4% |
| 30D | +3.6% | -7.8% | +11.4% | +4.6% |
| 3M | +4.9% | +4.0% | +0.9% | +3.8% |
| 6M | -4.7% | +45.0% | -49.7% | -11.1% |
| YTD | -6.9% | +69.5% | -76.4% | -15.5% |
| 1Y | -18.2% | +13.0% | -31.2% | -21.7% |
| 3Y | +107.8% | +90.4% | +17.4% | +62.6% |
| 5Y | +63.9% | -34.2% | +98.1% | +20.8% |
| All | +63.9% | -34.2% | +98.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling