+1,527.5%
META vs BAC
+1,060.9%
+466.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +1.1% | +5.6% | +6.3% |
| 30D | +4.8% | -0.4% | +5.2% | +4.9% |
| 3M | -1.6% | +16.9% | -18.5% | -7.5% |
| 6M | -7.5% | +26.6% | -34.1% | -15.7% |
| YTD | -6.4% | +15.8% | -22.2% | -11.8% |
| 1Y | -17.3% | +27.2% | -44.5% | -25.1% |
| 3Y | +109.9% | +132.4% | -22.5% | +48.8% |
| 5Y | +65.4% | +72.6% | -7.2% | +30.4% |
| 10Y | +391.8% | +389.7% | +2.1% | +154.3% |
| All | +1,527.5% | +1,060.9% | +466.6% | +596.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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