+172.1%
ACGL vs FWONK
+92.1%
+80.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.2% | +2.5% | -0.4% | +1.6% |
| 30D | +12.3% | +20.0% | -7.7% | +7.9% |
| 3M | +11.8% | +5.2% | +6.7% | +10.4% |
| 6M | +17.5% | +18.7% | -1.2% | +12.9% |
| YTD | +14.3% | +10.7% | +3.6% | +11.2% |
| 1Y | +18.2% | +8.2% | +9.9% | +15.5% |
| 3Y | +33.2% | +64.6% | -31.4% | +18.2% |
| All | +172.1% | +92.1% | +80.1% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling