+317.0%
FWONK vs ACM
+134.0%
+183.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.3% |
| 7D | +0.1% | -4.6% | +4.7% | +2.1% |
| 30D | -7.7% | +4.1% | -11.8% | -9.6% |
| 3M | +5.7% | -8.3% | +14.0% | +8.4% |
| 6M | +13.5% | -30.1% | +43.5% | +30.5% |
| YTD | -3.0% | -32.6% | +29.6% | +12.2% |
| 1Y | -6.4% | -49.6% | +43.2% | +23.5% |
| 3Y | +43.8% | -23.0% | +66.9% | +49.6% |
| 5Y | +98.6% | +2.0% | +96.6% | +74.3% |
| All | +317.0% | +134.0% | +183.0% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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