+459.5%
AJG vs FWONK
+340.2%
+119.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -5.7% | -7.7% | +2.1% | -3.7% |
| 3M | +9.1% | +5.7% | +3.4% | +7.6% |
| 6M | +15.2% | +13.5% | +1.8% | +11.4% |
| YTD | -6.3% | -3.0% | -3.3% | -5.9% |
| 1Y | -19.1% | -6.4% | -12.7% | -18.1% |
| 3Y | +8.2% | +43.8% | -35.6% | -3.2% |
| 5Y | +75.6% | +98.6% | -22.9% | +42.7% |
| All | +459.5% | +340.2% | +119.3% | +287.4% |
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