-31.4%
AMT vs FWONK
+97.4%
-128.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -2.7% | -1.5% | -1.1% | -2.4% |
| 30D | +2.0% | -6.8% | +8.8% | +3.3% |
| 3M | -9.3% | +7.7% | -17.0% | -10.5% |
| 6M | -5.2% | +11.0% | -16.2% | -7.1% |
| YTD | +0.5% | -3.1% | +3.6% | +0.8% |
| 1Y | -7.3% | -3.5% | -3.8% | -7.1% |
| 3Y | +6.2% | +44.6% | -38.4% | -4.9% |
| All | -31.4% | +97.4% | -128.7% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling