+35.1%
AMGN vs FBTC
+60.2%
-25.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -13.7% | -3.1% | -10.6% | -13.6% |
| 30D | -8.8% | +22.0% | -30.8% | -9.6% |
| 3M | +7.2% | +21.6% | -14.4% | +6.2% |
| 6M | +1.3% | +9.2% | -8.0% | +0.8% |
| YTD | +17.6% | -11.8% | +29.4% | +17.8% |
| 1Y | +37.2% | -32.7% | +69.9% | +39.0% |
| All | +35.1% | +60.2% | -25.0% | +34.5% |
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