+1,527.5%
META vs BAH
+1,132.9%
+394.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +6.7% | -3.2% | +9.9% | +7.4% |
| 30D | +4.8% | +2.0% | +2.8% | +4.2% |
| 3M | -1.6% | -7.6% | +6.0% | -0.3% |
| 6M | -7.5% | -5.7% | -1.8% | -7.4% |
| YTD | -6.4% | -11.7% | +5.3% | -5.7% |
| 1Y | -17.3% | -27.4% | +10.0% | -12.9% |
| 3Y | +109.9% | -32.5% | +142.5% | +117.0% |
| 5Y | +65.4% | -3.3% | +68.7% | +51.0% |
| 10Y | +391.8% | +186.0% | +205.8% | +256.0% |
| All | +1,527.5% | +1,132.9% | +394.6% | +1,065.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling