+199.6%
ARM vs FWONK
+62.6%
+137.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.5% |
| 7D | +9.1% | +2.5% | +6.6% | +8.4% |
| 30D | -19.9% | +20.0% | -39.9% | -25.2% |
| 3M | -31.6% | +5.2% | -36.8% | -32.9% |
| 6M | -13.9% | +18.7% | -32.6% | -20.5% |
| YTD | +74.3% | +10.7% | +63.6% | +65.9% |
| 1Y | +35.8% | +8.2% | +27.5% | +30.7% |
| 3Y | +268.6% | +64.6% | +204.0% | +174.8% |
| All | +199.6% | +62.6% | +137.0% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling