-30.3%
FBTC vs ACM
-47.1%
+16.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +20.7% | -12.9% | +33.6% | +23.3% |
| 3M | +23.7% | -6.4% | +30.0% | +24.4% |
| 6M | +15.0% | -29.2% | +44.2% | +24.4% |
| YTD | -10.5% | -29.9% | +19.4% | -3.6% |
| 1Y | -30.3% | -47.3% | +17.0% | -13.3% |
| All | -30.3% | -47.1% | +16.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling