-14.1%
ADSK vs FBTC
+62.0%
-76.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | -14.5% | +1.1% | -15.6% | -14.7% |
| 30D | -19.3% | +22.3% | -41.6% | -21.6% |
| 3M | -7.8% | +26.0% | -33.8% | -11.0% |
| 6M | -20.8% | +13.2% | -33.9% | -22.5% |
| YTD | -30.2% | -10.7% | -19.5% | -29.5% |
| 1Y | -36.5% | -30.0% | -6.5% | -33.5% |
| All | -14.1% | +62.0% | -76.2% | -22.0% |
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