+382.5%
AME vs FWONK
+276.3%
+106.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | 0.0% | -1.5% | +1.6% | +0.5% |
| 30D | -8.6% | -6.8% | -1.8% | -6.7% |
| 3M | +5.8% | +7.7% | -1.9% | +3.0% |
| 6M | +3.8% | +11.0% | -7.1% | -0.1% |
| YTD | +14.4% | -3.1% | +17.6% | +14.5% |
| 1Y | +25.8% | -3.5% | +29.2% | +25.8% |
| 3Y | +55.2% | +44.6% | +10.6% | +34.2% |
| 5Y | +85.5% | +98.3% | -12.7% | +42.1% |
| 10Y | +424.0% | +339.3% | +84.7% | +204.9% |
| All | +382.5% | +276.3% | +106.1% | +170.5% |
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