-14.7%
AMRZ vs FWONK
-7.5%
-7.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -1.9% | -6.2% | +4.3% | -0.6% |
| 30D | -16.9% | -0.6% | -16.4% | -17.0% |
| 3M | -19.2% | +11.1% | -30.3% | -22.0% |
| 6M | -29.3% | +11.7% | -41.0% | -32.2% |
| YTD | -18.0% | -3.1% | -14.9% | -18.1% |
| 1Y | -15.1% | -4.2% | -10.9% | -15.4% |
| All | -14.7% | -7.5% | -7.2% | -15.3% |
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