+10.5%
ADM vs FBTC
+54.8%
-44.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -7.8% | -2.4% | -5.5% | -7.8% |
| 30D | -12.6% | -9.1% | -3.5% | -12.3% |
| 3M | -8.2% | +15.0% | -23.3% | -9.0% |
| 6M | -8.9% | -6.9% | -2.0% | -8.8% |
| YTD | +24.0% | -14.7% | +38.7% | +24.6% |
| 1Y | +26.2% | -28.1% | +54.3% | +28.0% |
| All | +10.5% | +54.8% | -44.4% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling