+19.3%
ACI vs FWONK
+225.9%
-206.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.6% |
| 7D | -5.0% | -0.6% | -4.4% | -5.0% |
| 30D | -2.3% | -5.8% | +3.5% | -1.8% |
| 3M | -23.2% | +10.0% | -33.2% | -23.8% |
| 6M | -29.5% | +14.7% | -44.1% | -30.4% |
| YTD | -28.6% | -1.7% | -26.9% | -28.5% |
| 1Y | -34.0% | -4.6% | -29.4% | -33.8% |
| 3Y | -45.0% | +46.7% | -91.6% | -47.2% |
| 5Y | -44.0% | +99.4% | -143.4% | -47.2% |
| All | +19.3% | +225.9% | -206.7% | +8.3% |
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