-18.3%
AMRZ vs FBTC
-27.5%
+9.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | 0.0% | -5.4% | +5.3% | +0.5% |
| 30D | +15.9% | -10.5% | +26.4% | +17.0% |
| 3M | -9.2% | +15.1% | -24.3% | -10.1% |
| 6M | -20.3% | -8.3% | -12.1% | -19.5% |
| YTD | -21.5% | -16.0% | -5.5% | -21.2% |
| 1Y | -12.9% | -30.7% | +17.8% | -11.2% |
| All | -18.3% | -27.5% | +9.2% | -15.8% |
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