+17.5%
AJG vs FWONK
+7.3%
+10.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -2.2% |
| 7D | +7.4% | +15.0% | -7.6% | +3.1% |
| 30D | +25.3% | +11.5% | +13.9% | +21.3% |
| 3M | +15.1% | +10.9% | +4.2% | +11.7% |
| 6M | +40.8% | +21.9% | +19.0% | +34.6% |
| YTD | +12.3% | +8.1% | +4.2% | +9.5% |
| 1Y | +17.5% | +5.0% | +12.5% | +12.5% |
| All | +17.5% | +7.3% | +10.3% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling