+492.6%
AMP vs FWONK
+276.9%
+215.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -1.3% | -7.7% | +6.4% | +2.2% |
| 3M | +24.2% | +5.7% | +18.5% | +20.8% |
| 6M | +24.6% | +13.5% | +11.1% | +16.6% |
| YTD | +14.8% | -3.0% | +17.8% | +14.7% |
| 1Y | +12.8% | -6.4% | +19.2% | +14.1% |
| 3Y | +69.0% | +43.8% | +25.1% | +36.8% |
| 5Y | +124.9% | +98.6% | +26.3% | +52.9% |
| 10Y | +583.5% | +340.0% | +243.5% | +222.7% |
| All | +492.6% | +276.9% | +215.7% | +162.6% |
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