+103.3%
META vs AUR
-36.6%
+139.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | +8.7% | -2.0% | +5.4% |
| 30D | +4.8% | -5.2% | +10.0% | +5.3% |
| 3M | -1.6% | -7.3% | +5.7% | -1.0% |
| 6M | -7.5% | +41.2% | -48.7% | -13.3% |
| YTD | -6.4% | +65.1% | -71.5% | -14.7% |
| 1Y | -17.3% | +13.4% | -30.8% | -20.9% |
| 3Y | +109.9% | +98.1% | +11.8% | +62.5% |
| 5Y | +65.4% | -36.0% | +101.4% | +31.5% |
| All | +103.3% | -36.6% | +139.9% | +64.6% |
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 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