+69.8%
FBTC vs ABCL
+104.5%
-34.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +23.0% | +93.1% | -70.1% | +6.7% |
| 3M | +25.6% | +79.4% | -53.9% | +9.2% |
| 6M | +9.0% | +214.9% | -205.9% | -17.9% |
| YTD | -8.9% | +234.2% | -243.2% | -33.3% |
| 1Y | -27.5% | +174.8% | -202.3% | -45.2% |
| All | +69.8% | +104.5% | -34.7% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling