-10.0%
AKAM vs FBTC
+62.5%
-72.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | -4.5% | +20.7% | -25.1% | -7.0% |
| 3M | -25.6% | +23.7% | -49.2% | -27.9% |
| 6M | +5.7% | +15.0% | -9.3% | +3.1% |
| YTD | +21.0% | -10.5% | +31.6% | +22.5% |
| 1Y | +33.9% | -30.3% | +64.1% | +41.1% |
| All | -10.0% | +62.5% | -72.4% | -9.5% |
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 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