-25.9%
AFRM vs FWONK
+147.4%
-173.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +4.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.5% |
| 30D | -2.7% | -7.7% | +5.1% | +4.8% |
| 3M | +7.4% | +5.7% | +1.7% | +1.0% |
| 6M | +40.7% | +13.5% | +27.2% | +22.8% |
| YTD | -4.0% | -3.0% | -1.1% | -4.2% |
| 1Y | -12.2% | -6.4% | -5.8% | -10.2% |
| 3Y | +203.1% | +43.8% | +159.3% | +81.0% |
| 5Y | -42.2% | +98.6% | -140.8% | -73.0% |
| All | -25.9% | +147.4% | -173.2% | -68.8% |
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