+358.0%
ATI vs FWONK
+276.9%
+81.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -13.7% | -7.7% | -6.0% | -10.0% |
| 3M | -0.4% | +5.7% | -6.1% | -4.2% |
| 6M | +26.2% | +13.5% | +12.8% | +16.4% |
| YTD | +73.2% | -3.0% | +76.2% | +73.3% |
| 1Y | +161.6% | -6.4% | +168.0% | +166.3% |
| 3Y | +346.2% | +43.8% | +302.3% | +249.5% |
| 5Y | +1,047.6% | +98.6% | +949.1% | +622.8% |
| 10Y | +1,130.0% | +340.0% | +790.0% | +401.4% |
| All | +358.0% | +276.9% | +81.0% | +78.6% |
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