+295.8%
AFL vs FWONK
+340.2%
-44.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -4.0% | -7.7% | +3.7% | -1.8% |
| 3M | -0.5% | +5.7% | -6.2% | -2.4% |
| 6M | +6.5% | +13.5% | -6.9% | +1.9% |
| YTD | +6.2% | -3.0% | +9.1% | +6.3% |
| 1Y | +8.3% | -6.4% | +14.7% | +9.4% |
| 3Y | +62.5% | +43.8% | +18.7% | +40.3% |
| 5Y | +136.2% | +98.6% | +37.6% | +77.3% |
| All | +295.8% | +340.2% | -44.4% | +145.4% |
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 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