-20.2%
ARM vs FBTC
-6.8%
-13.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.9% | -8.1% | -9.6% |
| 7D | -27.1% | -5.8% | -21.3% | -23.7% |
| 30D | -44.9% | -11.2% | -33.7% | -40.1% |
| 3M | -39.3% | +17.3% | -56.6% | -42.5% |
| 6M | -20.2% | -6.9% | -13.3% | -0.4% |
| All | -20.2% | -6.8% | -13.4% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling