+167.0%
ARM vs FBTC
+54.8%
+112.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +8.0% | +7.2% |
| 7D | -5.3% | -2.4% | -3.0% | -4.3% |
| 30D | -30.0% | -9.1% | -20.9% | -27.0% |
| 3M | -34.1% | +15.0% | -49.1% | -37.3% |
| 6M | -12.6% | -6.9% | -5.8% | -10.1% |
| YTD | +70.4% | -14.7% | +85.1% | +78.4% |
| 1Y | +22.3% | -28.1% | +50.4% | +36.2% |
| All | +167.0% | +54.8% | +112.2% | +58.6% |
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