+14.1%
AWK vs FBTC
+62.0%
-47.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.6% |
| 30D | +4.3% | +22.3% | -18.0% | +5.0% |
| 3M | +12.5% | +26.0% | -13.4% | +13.4% |
| 6M | +3.3% | +13.2% | -9.9% | +3.9% |
| YTD | +9.8% | -10.7% | +20.5% | +10.0% |
| 1Y | +2.9% | -30.0% | +32.9% | +2.8% |
| All | +14.1% | +62.0% | -47.9% | +9.3% |
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