+117.0%
AA vs FWONK
+340.2%
-223.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -5.8% | -7.7% | +2.0% | -2.0% |
| 3M | -29.9% | +5.7% | -35.6% | -32.7% |
| 6M | -27.0% | +13.5% | -40.5% | -32.8% |
| YTD | -8.7% | -3.0% | -5.7% | -9.2% |
| 1Y | +50.6% | -6.4% | +57.1% | +51.8% |
| 3Y | +74.1% | +43.8% | +30.2% | +35.0% |
| 5Y | +2.6% | +98.6% | -96.0% | -33.9% |
| All | +117.0% | +340.2% | -223.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling