+33.8%
ADM vs FBTC
+65.3%
-31.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +3.8% | +2.9% | +0.8% | +3.6% |
| 30D | +9.8% | +23.0% | -13.3% | +8.6% |
| 3M | +2.1% | +25.6% | -23.5% | +0.9% |
| 6M | +27.5% | +9.0% | +18.5% | +26.8% |
| YTD | +50.2% | -8.9% | +59.2% | +50.6% |
| 1Y | +40.6% | -27.5% | +68.1% | +42.9% |
| All | +33.8% | +65.3% | -31.5% | +3.5% |
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