+66.9%
FBTC vs ABCL
+104.7%
-37.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | +20.7% | +65.1% | -44.4% | +8.2% |
| 3M | +23.7% | +111.1% | -87.4% | +3.9% |
| 6M | +15.0% | +231.6% | -216.6% | -14.4% |
| YTD | -10.5% | +234.5% | -245.0% | -34.5% |
| 1Y | -30.3% | +174.3% | -204.6% | -47.2% |
| All | +66.9% | +104.7% | -37.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling