+25.5%
APD vs FBTC
+54.8%
-29.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.4% | +2.1% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | +10.6% | -9.1% | +19.7% | +11.2% |
| 3M | +2.5% | +15.0% | -12.5% | +1.4% |
| 6M | +6.0% | -6.9% | +12.8% | +6.3% |
| YTD | +28.4% | -14.7% | +43.1% | +29.7% |
| 1Y | +22.2% | -28.1% | +50.3% | +25.2% |
| All | +25.5% | +54.8% | -29.4% | +15.5% |
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 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