-20.2%
AMRZ vs FWONK
-6.2%
-14.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.3% | -2.7% |
| 7D | -4.7% | -0.6% | -4.0% | -4.5% |
| 30D | -11.3% | -5.8% | -5.5% | -10.2% |
| 3M | -22.1% | +10.0% | -32.1% | -24.5% |
| 6M | -29.6% | +14.7% | -44.3% | -32.9% |
| YTD | -23.3% | -1.7% | -21.6% | -23.7% |
| 1Y | -23.7% | -4.6% | -19.1% | -23.3% |
| All | -20.2% | -6.2% | -14.0% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling