+144.3%
ARMK vs FWONK
+340.2%
-195.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -2.8% | -7.7% | +5.0% | +1.0% |
| 3M | +7.6% | +5.7% | +1.9% | +4.0% |
| 6M | +47.9% | +13.5% | +34.4% | +37.3% |
| YTD | +60.0% | -3.0% | +63.0% | +60.0% |
| 1Y | +52.2% | -6.4% | +58.6% | +54.4% |
| 3Y | +131.4% | +43.8% | +87.6% | +82.5% |
| 5Y | +163.2% | +98.6% | +64.6% | +67.7% |
| All | +144.3% | +340.2% | -195.9% | +19.1% |
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