+130.8%
FWONK vs ABCL
-81.3%
+212.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -6.2% | +0.7% | -6.9% | -6.2% |
| 30D | -0.6% | +93.1% | -93.6% | -4.2% |
| 3M | +11.1% | +79.4% | -68.3% | +7.1% |
| 6M | +11.7% | +214.9% | -203.2% | +4.4% |
| YTD | -3.1% | +234.2% | -237.3% | -10.1% |
| 1Y | -4.2% | +174.8% | -178.9% | -10.6% |
| 3Y | +38.3% | +104.5% | -66.1% | +28.5% |
| 5Y | +92.2% | -39.0% | +131.2% | +84.6% |
| All | +130.8% | -81.3% | +212.1% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling