+241.7%
ARMK vs FWONK
+274.4%
-32.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +1.7% | -2.1% | +3.8% | +2.6% |
| 30D | +3.1% | -7.7% | +10.8% | +6.6% |
| 3M | +9.2% | +9.3% | -0.1% | +4.5% |
| 6M | +43.7% | +13.3% | +30.3% | +34.7% |
| YTD | +57.4% | -3.6% | +61.0% | +57.9% |
| 1Y | +51.9% | -6.8% | +58.6% | +54.1% |
| 3Y | +125.4% | +43.9% | +81.5% | +84.1% |
| 5Y | +149.1% | +94.4% | +54.7% | +72.6% |
| 10Y | +135.4% | +353.8% | -218.4% | +20.8% |
| All | +241.7% | +274.4% | -32.8% | +67.8% |
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