+75.2%
AJG vs FWONK
+97.7%
-22.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.5% |
| 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% | -3.1% |
| All | +75.2% | +97.7% | -22.5% | +36.8% |
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 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