+59.1%
AFRM vs FBTC
+56.9%
+2.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -7.3% | -1.2% | -6.1% | -6.6% |
| 30D | -9.6% | -9.1% | -0.5% | -5.0% |
| 3M | -11.1% | +17.6% | -28.6% | -18.6% |
| 6M | +3.9% | -7.1% | +10.9% | +7.0% |
| YTD | -8.5% | -13.6% | +5.1% | -3.4% |
| 1Y | +3.3% | -25.1% | +28.3% | +17.2% |
| All | +59.1% | +56.9% | +2.2% | +26.2% |
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 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