-42.6%
APTV vs FBTC
+65.3%
-107.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.4% |
| 7D | +4.8% | +2.9% | +1.9% | +4.3% |
| 30D | +2.0% | +23.0% | -21.0% | -1.5% |
| 3M | -34.2% | +25.6% | -59.8% | -36.7% |
| 6M | -34.7% | +9.0% | -43.7% | -35.9% |
| YTD | -37.0% | -8.9% | -28.0% | -36.8% |
| 1Y | -40.4% | -27.5% | -12.9% | -38.0% |
| All | -42.6% | +65.3% | -107.9% | -50.9% |
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