+2.1%
AVTR vs FWONK
+161.6%
-159.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +6.3% | -7.7% | +14.1% | +9.9% |
| 3M | +53.3% | +5.7% | +47.6% | +49.7% |
| 6M | +78.6% | +13.5% | +65.2% | +68.3% |
| YTD | +29.2% | -3.0% | +32.2% | +29.8% |
| 1Y | +13.8% | -6.4% | +20.2% | +15.6% |
| 3Y | -27.4% | +43.8% | -71.3% | -41.3% |
| 5Y | -65.0% | +98.6% | -163.6% | -77.1% |
| All | +2.1% | +161.6% | -159.4% | -49.8% |
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 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