+2,222.1%
AMAT vs FWONK
+276.6%
+1,945.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.9% |
| 7D | -1.5% | -6.2% | +4.7% | +1.0% |
| 30D | -14.8% | -0.6% | -14.2% | -14.8% |
| 3M | -9.3% | +11.1% | -20.4% | -14.1% |
| 6M | +27.4% | +11.7% | +15.7% | +19.8% |
| YTD | +77.6% | -3.1% | +80.6% | +76.6% |
| 1Y | +188.9% | -4.2% | +193.1% | +188.1% |
| 3Y | +202.3% | +38.3% | +163.9% | +153.6% |
| 5Y | +248.9% | +92.2% | +156.7% | +154.0% |
| 10Y | +1,585.2% | +355.4% | +1,229.8% | +770.5% |
| All | +2,222.1% | +276.6% | +1,945.6% | +1,037.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling