-1.8%
FWONK vs ABCL
+138.2%
-140.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.5% |
| 7D | +8.9% | -10.0% | +18.9% | +9.0% |
| 30D | +4.1% | -10.9% | +15.0% | +4.3% |
| 3M | +2.6% | +101.6% | -99.0% | +1.1% |
| 6M | +12.2% | +167.5% | -155.3% | +10.6% |
| YTD | +0.4% | +259.1% | -258.6% | -0.7% |
| 1Y | -1.8% | +152.2% | -154.0% | -0.9% |
| All | -1.8% | +138.2% | -140.0% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling