-16.6%
AMRZ vs FWONK
+7.9%
-24.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.1% | +2.5% | -4.6% | -2.4% |
| 30D | +13.0% | +20.0% | -7.0% | +9.7% |
| 3M | -12.1% | +5.2% | -17.3% | -13.0% |
| 6M | -19.1% | +18.7% | -37.8% | -22.2% |
| YTD | -23.3% | +10.7% | -33.9% | -25.8% |
| 1Y | -16.6% | +8.2% | -24.8% | -17.4% |
| All | -16.6% | +7.9% | -24.5% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling