-44.0%
ACHR vs FWONK
+133.8%
-177.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -11.3% | -7.7% | -3.5% | -7.3% |
| 3M | +5.3% | +5.7% | -0.4% | +1.0% |
| 6M | -13.2% | +13.5% | -26.7% | -20.6% |
| YTD | -25.8% | -3.0% | -22.8% | -26.0% |
| 1Y | -34.3% | -6.4% | -27.9% | -32.7% |
| 3Y | -19.9% | +43.8% | -63.8% | -35.9% |
| 5Y | -42.7% | +98.6% | -141.2% | -59.2% |
| All | -44.0% | +133.8% | -177.8% | -62.4% |
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