-44.9%
AFRM vs FWONK
+98.5%
-143.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -7.3% |
| 7D | -8.0% | -0.6% | -7.4% | -7.6% |
| 30D | -9.8% | -5.8% | -4.0% | -4.6% |
| 3M | +4.7% | +10.0% | -5.4% | -5.4% |
| 6M | +34.1% | +14.7% | +19.5% | +15.2% |
| YTD | -8.4% | -1.7% | -6.7% | -9.7% |
| 1Y | -22.9% | -4.6% | -18.3% | -22.7% |
| 3Y | +203.3% | +46.7% | +156.6% | +70.3% |
| All | -44.9% | +98.5% | -143.4% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling