+462.9%
META vs BAH
+198.8%
+264.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +5.2% | +1.7% | +3.5% | +4.8% |
| 30D | -13.0% | +20.8% | -33.8% | -17.0% |
| 3M | +7.9% | +11.6% | -3.6% | +4.7% |
| 6M | +4.2% | +23.1% | -18.9% | -2.1% |
| YTD | -2.5% | +5.3% | -7.8% | -6.2% |
| 1Y | +5.6% | +6.1% | -0.6% | +1.1% |
| 3Y | +96.8% | -27.5% | +124.3% | +101.3% |
| 5Y | +90.0% | +6.2% | +83.9% | +62.6% |
| All | +462.9% | +198.8% | +264.2% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling