+165.6%
AMAT vs FBTC
+54.5%
+111.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.7% |
| 7D | +7.0% | -6.8% | +13.7% | +9.1% |
| 30D | -20.6% | -9.9% | -10.7% | -18.2% |
| 3M | -24.8% | +17.5% | -42.2% | -27.6% |
| 6M | -10.7% | -9.1% | -1.7% | -8.9% |
| YTD | +54.3% | -14.9% | +69.2% | +58.0% |
| 1Y | +73.7% | -27.6% | +101.3% | +83.5% |
| All | +165.6% | +54.5% | +111.1% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling