+344.6%
AMGN vs FWONK
+276.9%
+67.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | +0.1% | -13.8% | -13.7% |
| 30D | -8.8% | -7.7% | -1.1% | -7.5% |
| 3M | +7.2% | +5.7% | +1.5% | +6.0% |
| 6M | +1.3% | +13.5% | -12.2% | -1.3% |
| YTD | +17.6% | -3.0% | +20.6% | +17.8% |
| 1Y | +37.2% | -6.4% | +43.6% | +38.1% |
| 3Y | +57.7% | +43.8% | +13.9% | +44.4% |
| 5Y | +106.3% | +98.6% | +7.7% | +74.0% |
| 10Y | +205.3% | +340.0% | -134.7% | +104.5% |
| All | +344.6% | +276.9% | +67.7% | +177.8% |
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 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