+99.4%
FWONK vs ACM
+1.2%
+98.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | +0.1% | -4.6% | +4.7% | +1.4% |
| 30D | -7.7% | +4.1% | -11.8% | -8.9% |
| 3M | +5.7% | -8.3% | +14.0% | +7.5% |
| 6M | +13.5% | -30.1% | +43.5% | +25.1% |
| YTD | -3.0% | -32.6% | +29.6% | +7.4% |
| 1Y | -6.4% | -49.6% | +43.2% | +14.9% |
| 3Y | +43.8% | -23.0% | +66.9% | +45.3% |
| All | +99.4% | +1.2% | +98.1% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling