+51.7%
FBTC vs ABCL
+107.9%
-56.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.9% |
| 7D | -6.3% | +4.4% | -10.7% | -7.1% |
| 30D | -14.3% | -7.9% | -6.4% | -13.4% |
| 3M | +12.6% | +12.2% | +0.3% | +8.9% |
| 6M | -11.8% | +134.7% | -146.6% | -28.9% |
| YTD | -18.6% | +239.8% | -258.4% | -41.0% |
| 1Y | -29.9% | +192.7% | -222.6% | -47.6% |
| All | +51.7% | +107.9% | -56.1% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling