+46.8%
AFL vs FBTC
+59.7%
-12.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -3.3% | -5.8% | +2.5% | -3.2% |
| 30D | -5.0% | +21.4% | -26.4% | -5.3% |
| 3M | -1.8% | +24.5% | -26.2% | -2.2% |
| 6M | +4.8% | +9.9% | -5.0% | +4.7% |
| YTD | +5.4% | -12.0% | +17.5% | +6.1% |
| 1Y | +9.0% | -32.3% | +41.3% | +10.9% |
| All | +46.8% | +59.7% | -12.9% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling