+154.1%
AMAT vs FWONK
+92.8%
+61.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.0% |
| 7D | +19.3% | +2.7% | +16.6% | +18.3% |
| 30D | -17.9% | +17.7% | -35.6% | -23.3% |
| 3M | -30.4% | +5.6% | -36.1% | -32.2% |
| 6M | -11.4% | +20.7% | -32.1% | -19.5% |
| YTD | +48.8% | +11.1% | +37.7% | +39.8% |
| 1Y | +66.0% | +7.7% | +58.3% | +58.3% |
| 3Y | +158.8% | +61.3% | +97.5% | +95.4% |
| All | +154.1% | +92.8% | +61.3% | +68.3% |
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