+99.4%
FWONK vs ABCL
-39.4%
+138.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.4% | +2.1% |
| 7D | -0.6% | -2.7% | +2.1% | -0.5% |
| 30D | -5.8% | +18.3% | -24.1% | -6.8% |
| 3M | +10.0% | +108.5% | -98.5% | +4.7% |
| 6M | +14.7% | +213.9% | -199.3% | +6.0% |
| YTD | -1.7% | +223.1% | -224.8% | -9.8% |
| 1Y | -4.6% | +160.6% | -165.2% | -11.7% |
| 3Y | +46.7% | +104.3% | -57.6% | +35.1% |
| 5Y | +99.4% | -40.0% | +139.4% | +91.1% |
| All | +99.4% | -39.4% | +138.8% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling