-9.7%
AAL vs FBTC
+42.6%
-52.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.1% |
| 7D | -0.1% | -9.2% | +9.1% | +2.6% |
| 30D | +11.7% | -15.8% | +27.5% | +17.0% |
| 3M | -12.5% | +8.7% | -21.2% | -14.8% |
| 6M | +3.6% | -13.6% | +17.2% | +7.3% |
| YTD | -14.1% | -21.5% | +7.4% | -9.9% |
| 1Y | +0.8% | -29.9% | +30.7% | +8.9% |
| All | -9.7% | +42.6% | -52.3% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling