-2.1%
ABT vs FBTC
+62.5%
-64.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.6% |
| 7D | -3.1% | +1.5% | -4.7% | -3.1% |
| 30D | -2.1% | +20.7% | -22.8% | -2.1% |
| 3M | +17.4% | +23.7% | -6.2% | +17.4% |
| 6M | -2.4% | +15.0% | -17.4% | -2.4% |
| YTD | -14.2% | -10.5% | -3.7% | -14.1% |
| 1Y | -18.3% | -30.3% | +11.9% | -18.1% |
| All | -2.1% | +62.5% | -64.5% | -4.2% |
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