+306.6%
FWONK vs ACM
+108.4%
+198.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +3.2% |
| 7D | -0.6% | -3.7% | +3.1% | +0.9% |
| 30D | -5.8% | -12.7% | +6.9% | -1.0% |
| 3M | +10.0% | -9.8% | +19.8% | +13.5% |
| 6M | +14.7% | -31.4% | +46.1% | +32.1% |
| YTD | -1.7% | -32.1% | +30.4% | +12.5% |
| 1Y | -4.6% | -47.8% | +43.2% | +22.2% |
| 3Y | +46.7% | -22.1% | +68.7% | +52.2% |
| 5Y | +99.4% | +1.8% | +97.6% | +78.7% |
| 10Y | +345.6% | +132.5% | +213.0% | +164.7% |
| All | +306.6% | +108.4% | +198.2% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling