-65.9%
AAL vs FWONK
+281.7%
-347.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | -1.3% | -0.6% | -0.7% | -1.0% |
| 30D | -13.7% | -5.8% | -8.0% | -11.5% |
| 3M | -8.2% | +10.0% | -18.2% | -12.5% |
| 6M | +13.1% | +14.7% | -1.6% | +5.9% |
| YTD | -15.6% | -1.7% | -13.9% | -15.8% |
| 1Y | +1.4% | -4.6% | +6.0% | +2.1% |
| 3Y | -7.4% | +46.7% | -54.1% | -24.1% |
| 5Y | -35.9% | +99.4% | -135.3% | -54.3% |
| 10Y | -65.1% | +345.6% | -410.7% | -81.7% |
| All | -65.9% | +281.7% | -347.6% | -83.0% |
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