+123.4%
AS vs FBTC
+61.4%
+62.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | 0.0% |
| 7D | -4.9% | -9.2% | +4.3% | -2.6% |
| 30D | +3.9% | -15.8% | +19.7% | +8.3% |
| 3M | -9.6% | +8.7% | -18.3% | -12.0% |
| 6M | -8.7% | -13.6% | +5.0% | -6.0% |
| YTD | -19.8% | -21.5% | +1.6% | -16.5% |
| 1Y | -1.5% | -29.9% | +28.4% | +5.4% |
| All | +123.4% | +61.4% | +62.0% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling