+380.6%
AVAV vs FWONK
+274.4%
+106.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | +3.2% | -2.1% | +5.3% | +3.9% |
| 30D | -20.3% | -7.7% | -12.6% | -18.3% |
| 3M | -19.4% | +9.3% | -28.7% | -21.7% |
| 6M | -35.3% | +13.3% | -48.6% | -37.9% |
| YTD | -38.5% | -3.6% | -34.9% | -38.3% |
| 1Y | -37.2% | -6.8% | -30.4% | -36.4% |
| 3Y | +31.1% | +43.9% | -12.8% | +12.9% |
| 5Y | +41.0% | +94.4% | -53.4% | +8.2% |
| 10Y | +508.8% | +353.8% | +154.9% | +253.1% |
| All | +380.6% | +274.4% | +106.1% | +160.2% |
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