+1,527.5%
META vs GOOG
+2,074.1%
-546.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.8% |
| 7D | +6.7% | -2.1% | +8.8% | +8.4% |
| 30D | +4.8% | -6.8% | +11.6% | +10.2% |
| 3M | -1.6% | -9.1% | +7.5% | +5.0% |
| 6M | -7.5% | +10.7% | -18.2% | -16.1% |
| YTD | -6.4% | +7.1% | -13.5% | -13.2% |
| 1Y | -17.3% | +44.6% | -62.0% | -40.0% |
| 3Y | +109.9% | +147.4% | -37.5% | -4.6% |
| 5Y | +65.4% | +133.8% | -68.4% | -20.9% |
| 10Y | +391.8% | +777.5% | -385.7% | -4.1% |
| All | +1,527.5% | +2,074.1% | -546.6% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOG.
Daily Out/Under-Performance
Portfolio return minus GOOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOG 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 GOOG 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