+72.0%
ABBV vs FBTC
+65.3%
+6.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.5% |
| 7D | +0.4% | +2.9% | -2.5% | +0.5% |
| 30D | +4.2% | +23.0% | -18.9% | +4.9% |
| 3M | +14.8% | +25.6% | -10.8% | +15.8% |
| 6M | +10.3% | +9.0% | +1.3% | +10.7% |
| YTD | +14.9% | -8.9% | +23.8% | +14.6% |
| 1Y | +24.1% | -27.5% | +51.7% | +23.0% |
| All | +72.0% | +65.3% | +6.7% | +76.7% |
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