+98.8%
AUR vs FBTC
+62.0%
+36.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +11.1% | +1.1% | +10.0% | +10.6% |
| 30D | -6.9% | +22.3% | -29.1% | -14.9% |
| 3M | +5.5% | +26.0% | -20.5% | -4.9% |
| 6M | +41.0% | +13.2% | +27.8% | +32.9% |
| YTD | +69.3% | -10.7% | +80.0% | +73.7% |
| 1Y | +14.0% | -30.0% | +44.0% | +29.0% |
| All | +98.8% | +62.0% | +36.7% | +62.6% |
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 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