+1,497.9%
META vs BAC
+821.6%
+676.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.3% | -2.5% |
| 7D | -3.1% | -2.7% | -0.4% | -2.1% |
| 30D | -18.1% | -8.0% | -10.1% | -15.4% |
| 3M | +2.9% | -20.9% | +23.8% | +12.5% |
| 6M | +0.2% | -5.4% | +5.5% | +2.0% |
| YTD | -8.1% | -8.1% | 0.0% | -5.4% |
| 1Y | -4.5% | -3.1% | -1.4% | -3.8% |
| 3Y | +94.2% | +88.1% | +6.0% | +49.6% |
| 5Y | +79.1% | +19.7% | +59.3% | +61.9% |
| 10Y | +405.9% | +275.9% | +130.0% | +189.3% |
| All | +1,497.9% | +821.6% | +676.3% | +646.9% |
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