+62.8%
META vs BAH
-3.4%
+66.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +6.7% | -3.2% | +9.9% | +7.1% |
| 30D | +4.8% | +2.0% | +2.8% | +4.4% |
| 3M | -1.6% | -7.6% | +6.0% | -0.7% |
| 6M | -7.5% | -5.7% | -1.8% | -7.3% |
| YTD | -6.4% | -11.7% | +5.3% | -5.9% |
| 1Y | -17.3% | -27.4% | +10.0% | -14.0% |
| 3Y | +109.9% | -32.5% | +142.5% | +109.0% |
| All | +62.8% | -3.4% | +66.2% | +34.9% |
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 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