+158.9%
AG vs FBTC
+42.6%
+116.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.4% |
| 7D | -10.0% | -9.2% | -0.8% | -7.3% |
| 30D | -10.5% | -15.8% | +5.3% | -5.6% |
| 3M | -27.3% | +8.7% | -35.9% | -28.7% |
| 6M | -43.0% | -13.6% | -29.4% | -40.8% |
| YTD | -17.9% | -21.5% | +3.6% | -13.9% |
| 1Y | +11.9% | -29.9% | +41.9% | +19.7% |
| All | +158.9% | +42.6% | +116.3% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling