+99.4%
FWONK vs ALM
+839.2%
-739.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.3% |
| 7D | +0.1% | -11.8% | +11.9% | +0.4% |
| 30D | -7.7% | +7.8% | -15.5% | -8.0% |
| 3M | +5.7% | -9.3% | +15.0% | +5.7% |
| 6M | +13.5% | -30.5% | +43.9% | +13.9% |
| YTD | -3.0% | +75.8% | -78.8% | -6.1% |
| 1Y | -6.4% | +241.2% | -247.6% | -12.0% |
| 3Y | +43.8% | +1,872.6% | -1,828.8% | +24.9% |
| All | +99.4% | +839.2% | -739.8% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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