+19.6%
AZN vs FBTC
+62.0%
-42.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -2.9% | +1.1% | -4.0% | -2.9% |
| 30D | -3.1% | +22.3% | -25.3% | -3.4% |
| 3M | -14.4% | +26.0% | -40.4% | -14.8% |
| 6M | -19.5% | +13.2% | -32.7% | -19.6% |
| YTD | -13.8% | -10.7% | -3.0% | -13.5% |
| 1Y | -2.4% | -30.0% | +27.6% | -1.7% |
| All | +19.6% | +62.0% | -42.5% | +24.2% |
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