+20.0%
AWK vs FBTC
+47.7%
-27.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.6% |
| 7D | -3.2% | -6.3% | +3.1% | -3.4% |
| 30D | +13.5% | -14.3% | +27.7% | +12.8% |
| 3M | +9.4% | +12.6% | -3.2% | +9.8% |
| 6M | +16.4% | -11.8% | +28.2% | +16.1% |
| YTD | +15.4% | -18.6% | +34.1% | +15.2% |
| 1Y | +16.8% | -29.9% | +46.7% | +16.4% |
| All | +20.0% | +47.7% | -27.7% | +14.5% |
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