+447.1%
META vs BAH
+197.5%
+249.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.1% | -3.2% | +6.3% | +3.8% |
| 30D | -18.2% | +19.5% | -37.8% | -21.8% |
| 3M | +7.8% | +11.1% | -3.3% | +4.6% |
| 6M | +3.6% | +16.3% | -12.7% | -1.3% |
| YTD | -5.3% | +4.8% | -10.1% | -8.7% |
| 1Y | +2.7% | +4.9% | -2.1% | -1.3% |
| 3Y | +91.5% | -27.0% | +118.5% | +95.2% |
| 5Y | +84.7% | +5.7% | +78.9% | +58.1% |
| All | +447.1% | +197.5% | +249.6% | +239.6% |
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