+53.9%
AA vs FWONK
+281.7%
-227.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.9% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -1.6% | -5.8% | +4.2% | +1.0% |
| 3M | -29.8% | +10.0% | -39.8% | -33.7% |
| 6M | -16.6% | +14.7% | -31.3% | -23.2% |
| YTD | -4.0% | -1.7% | -2.3% | -5.1% |
| 1Y | +63.5% | -4.6% | +68.1% | +63.2% |
| 3Y | +86.8% | +46.7% | +40.1% | +46.8% |
| 5Y | +12.4% | +99.4% | -87.0% | -24.5% |
| 10Y | +132.3% | +345.6% | -213.2% | +10.8% |
| All | +53.9% | +281.7% | -227.9% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling