+404.3%
META vs BAH
+220.7%
+183.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +1.8% |
| 7D | -0.8% | -3.5% | +2.8% | 0.0% |
| 30D | -15.4% | +24.3% | -39.7% | -19.9% |
| 3M | +3.5% | +16.3% | -12.8% | -0.7% |
| 6M | -0.3% | +13.6% | -13.9% | -4.4% |
| YTD | -7.3% | +3.5% | -10.8% | -10.4% |
| 1Y | -1.1% | +2.7% | -3.8% | -4.4% |
| 3Y | +95.1% | -26.6% | +121.6% | +97.9% |
| 5Y | +80.6% | +8.5% | +72.0% | +53.0% |
| All | +404.3% | +220.7% | +183.6% | +223.9% |
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