+316.4%
ARM vs FWONK
+42.6%
+273.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -2.6% | -7.7% | +5.1% | +0.4% |
| 3M | -22.6% | +5.7% | -28.3% | -25.6% |
| 6M | +120.5% | +13.5% | +107.0% | +104.0% |
| YTD | +142.2% | -3.0% | +145.2% | +142.1% |
| 1Y | +71.2% | -6.4% | +77.6% | +74.0% |
| All | +316.4% | +42.6% | +273.8% | +229.0% |
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 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