+28.3%
ACGL vs FWONK
+46.4%
-18.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -2.2% | -5.8% | +3.6% | -1.0% |
| 3M | +6.3% | +10.0% | -3.7% | +4.3% |
| 6M | +0.5% | +14.7% | -14.1% | -2.3% |
| YTD | +0.2% | -1.7% | +1.9% | +0.1% |
| 1Y | +7.3% | -4.6% | +11.9% | +7.7% |
| All | +28.3% | +46.4% | -18.2% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling