+120.4%
AS vs FBTC
+87.2%
+33.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +4.2% |
| 7D | -4.9% | +2.9% | -7.8% | -5.7% |
| 30D | -19.6% | +23.0% | -42.6% | -24.0% |
| 3M | -14.4% | +25.6% | -40.0% | -19.7% |
| 6M | -20.1% | +9.0% | -29.1% | -22.4% |
| YTD | -20.9% | -8.9% | -12.0% | -20.5% |
| 1Y | -21.9% | -27.5% | +5.7% | -16.9% |
| All | +120.4% | +87.2% | +33.2% | +118.5% |
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