+439.3%
ACGL vs FWONK
+276.6%
+162.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -0.7% | -6.2% | +5.4% | +1.1% |
| 30D | -1.0% | -0.6% | -0.4% | -0.9% |
| 3M | +11.0% | +11.1% | 0.0% | +7.5% |
| 6M | -0.3% | +11.7% | -12.0% | -3.9% |
| YTD | +2.3% | -3.1% | +5.3% | +2.6% |
| 1Y | +6.4% | -4.2% | +10.6% | +6.9% |
| 3Y | +34.0% | +38.3% | -4.4% | +18.5% |
| 5Y | +161.6% | +92.2% | +69.5% | +103.9% |
| 10Y | +278.6% | +355.4% | -76.8% | +135.7% |
| All | +439.3% | +276.6% | +162.7% | +229.3% |
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