+111.6%
META vs AUR
-53.5%
+165.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.4% | -0.3% | +4.3% |
| 7D | +5.7% | +9.9% | -4.2% | +4.2% |
| 30D | -10.8% | -20.2% | +9.5% | -8.2% |
| 3M | +8.4% | -34.1% | +42.5% | +14.2% |
| 6M | +5.4% | -34.3% | +39.7% | +10.3% |
| YTD | -2.6% | +21.1% | -23.7% | -7.7% |
| 1Y | +3.5% | +7.6% | -4.1% | -0.5% |
| 3Y | +102.0% | +159.8% | -57.8% | +47.8% |
| 5Y | +93.1% | -53.9% | +146.9% | +60.7% |
| All | +111.6% | -53.5% | +165.1% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling