+86.4%
META vs BAH
+6.1%
+80.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +5.2% | +1.7% | +3.5% | +5.0% |
| 30D | -13.0% | +20.8% | -33.8% | -15.0% |
| 3M | +7.9% | +11.6% | -3.6% | +6.4% |
| 6M | +4.2% | +23.1% | -18.9% | +1.2% |
| YTD | -2.5% | +5.3% | -7.8% | -4.1% |
| 1Y | +5.6% | +6.1% | -0.6% | +3.4% |
| 3Y | +96.8% | -27.5% | +124.3% | +99.1% |
| All | +86.4% | +6.1% | +80.3% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling