-32.4%
AFRM vs FWONK
+182.2%
-214.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -4.4% | +2.5% | -7.0% | -6.5% |
| 30D | -7.7% | +20.0% | -27.6% | -22.5% |
| 3M | -16.9% | +5.2% | -22.0% | -21.2% |
| 6M | +2.5% | +18.7% | -16.2% | -14.1% |
| YTD | -12.5% | +10.7% | -23.2% | -23.2% |
| 1Y | -11.0% | +8.2% | -19.3% | -20.2% |
| 3Y | +184.6% | +64.6% | +120.0% | +50.5% |
| 5Y | -56.3% | +92.5% | -148.8% | -79.6% |
| All | -32.4% | +182.2% | -214.6% | -75.0% |
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