+160.3%
AMT vs FWONK
+274.4%
-114.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.3% |
| 30D | +1.8% | -7.7% | +9.5% | +3.5% |
| 3M | -6.2% | +9.3% | -15.5% | -8.0% |
| 6M | -5.0% | +13.3% | -18.3% | -7.7% |
| YTD | +2.1% | -3.6% | +5.7% | +2.4% |
| 1Y | -5.7% | -6.8% | +1.0% | -4.9% |
| 3Y | +7.9% | +43.9% | -35.9% | -2.8% |
| 5Y | -32.3% | +94.4% | -126.8% | -43.7% |
| 10Y | +95.0% | +353.8% | -258.8% | +30.9% |
| All | +160.3% | +274.4% | -114.1% | +69.4% |
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 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