+27.4%
AMAT vs FBTC
+11.1%
+16.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.4% |
| 7D | -1.5% | +2.9% | -4.4% | -3.0% |
| 30D | -14.8% | +23.0% | -37.8% | -23.7% |
| 3M | -9.3% | +25.6% | -34.9% | -19.2% |
| 6M | +27.4% | +9.0% | +18.4% | +21.5% |
| All | +27.4% | +11.1% | +16.3% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling