+4.8%
APD vs FWONK
+44.4%
-39.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -3.5% | -1.5% | -1.9% | -3.2% |
| 30D | -5.1% | -6.8% | +1.7% | -3.8% |
| 3M | +6.9% | +7.7% | -0.8% | +5.4% |
| 6M | +8.1% | +11.0% | -2.9% | +5.7% |
| YTD | +21.2% | -3.1% | +24.4% | +21.7% |
| 1Y | +4.9% | -3.5% | +8.3% | +5.4% |
| All | +4.8% | +44.4% | -39.6% | -4.4% |
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 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