+40.8%
AMGN vs FBTC
+62.5%
-21.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.7% | -8.4% | -10.0% |
| 7D | -10.3% | +1.5% | -11.8% | -10.3% |
| 30D | -3.8% | +20.7% | -24.4% | -4.6% |
| 3M | +14.4% | +23.7% | -9.3% | +13.3% |
| 6M | +7.8% | +15.0% | -7.2% | +7.1% |
| YTD | +22.6% | -10.5% | +33.1% | +22.7% |
| 1Y | +44.2% | -30.3% | +74.5% | +45.9% |
| All | +40.8% | +62.5% | -21.7% | +40.1% |
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