+1,497.9%
META vs BAH
+1,412.6%
+85.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.1% | -4.2% |
| 7D | -3.1% | +6.0% | -9.2% | -4.4% |
| 30D | -18.1% | +31.1% | -49.2% | -23.0% |
| 3M | +2.9% | +25.2% | -22.3% | -2.5% |
| 6M | +0.2% | +18.9% | -18.7% | -4.6% |
| YTD | -8.1% | +8.3% | -16.4% | -11.7% |
| 1Y | -4.5% | +6.2% | -10.7% | -8.0% |
| 3Y | +94.2% | -22.8% | +116.9% | +95.6% |
| 5Y | +79.1% | +13.6% | +65.5% | +58.1% |
| 10Y | +405.9% | +240.2% | +165.7% | +251.2% |
| All | +1,497.9% | +1,412.6% | +85.3% | +990.3% |
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