+271.0%
AG vs FBTC
+60.2%
+210.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -6.7% | -3.1% | -3.6% | -5.9% |
| 30D | +2.2% | +22.0% | -19.9% | -3.4% |
| 3M | +15.7% | +21.6% | -5.9% | +9.7% |
| 6M | -23.8% | +9.2% | -33.0% | -25.7% |
| YTD | +17.6% | -11.8% | +29.4% | +18.9% |
| 1Y | +88.6% | -32.7% | +121.3% | +99.5% |
| All | +271.0% | +60.2% | +210.8% | +255.9% |
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