+171.1%
ADM vs FWONK
+340.2%
-169.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +9.5% | -7.7% | +17.2% | +11.2% |
| 3M | +10.6% | +5.7% | +4.9% | +9.0% |
| 6M | +24.0% | +13.5% | +10.6% | +20.0% |
| YTD | +54.0% | -3.0% | +56.9% | +53.9% |
| 1Y | +45.3% | -6.4% | +51.7% | +46.3% |
| 3Y | +21.8% | +43.8% | -22.1% | +9.3% |
| 5Y | +66.8% | +98.6% | -31.8% | +36.0% |
| All | +171.1% | +340.2% | -169.1% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling