-38.8%
APA vs FWONK
+281.7%
-320.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.0% | +2.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | +9.3% | -5.8% | +15.1% | +12.4% |
| 3M | +23.3% | +10.0% | +13.3% | +16.9% |
| 6M | +39.5% | +14.7% | +24.8% | +27.3% |
| YTD | +87.6% | -1.7% | +89.3% | +84.9% |
| 1Y | +114.2% | -4.6% | +118.9% | +113.6% |
| 3Y | +13.6% | +46.7% | -33.1% | -13.4% |
| 5Y | +175.6% | +99.4% | +76.2% | +73.0% |
| 10Y | -2.6% | +345.6% | -348.2% | -56.1% |
| All | -38.8% | +281.7% | -320.6% | -74.0% |
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 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