+61.2%
FBTC vs ABCL
+112.5%
-51.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -1.6% |
| 7D | -1.2% | -3.2% | +2.0% | -0.9% |
| 30D | -9.1% | -7.4% | -1.7% | -8.2% |
| 3M | +17.6% | +81.9% | -64.4% | +2.7% |
| 6M | -7.1% | +135.7% | -142.8% | -25.1% |
| YTD | -13.6% | +247.4% | -260.9% | -37.6% |
| 1Y | -25.1% | +162.3% | -187.3% | -42.7% |
| All | +61.2% | +112.5% | -51.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling