+169.2%
ADM vs FWONK
+276.3%
-107.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | +3.0% | -1.5% | +4.5% | +3.3% |
| 30D | +8.7% | -6.8% | +15.5% | +10.2% |
| 3M | +7.6% | +7.7% | -0.1% | +5.6% |
| 6M | +26.9% | +11.0% | +15.9% | +23.3% |
| YTD | +54.3% | -3.1% | +57.4% | +54.3% |
| 1Y | +45.7% | -3.5% | +49.1% | +45.6% |
| 3Y | +21.9% | +44.6% | -22.7% | +9.5% |
| 5Y | +67.2% | +98.3% | -31.1% | +36.9% |
| 10Y | +177.7% | +339.3% | -161.6% | +82.3% |
| All | +169.2% | +276.3% | -107.1% | +73.7% |
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