-11.9%
AAL vs FBTC
+59.7%
-71.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -0.9% | -5.8% | +4.9% | +0.6% |
| 30D | -16.0% | +21.4% | -37.4% | -20.5% |
| 3M | -4.2% | +24.5% | -28.7% | -10.2% |
| 6M | +15.7% | +9.9% | +5.8% | +12.1% |
| YTD | -16.2% | -12.0% | -4.1% | -14.7% |
| 1Y | +0.2% | -32.3% | +32.6% | +9.5% |
| All | -11.9% | +59.7% | -71.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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