+66.9%
FBTC vs ACM
-23.5%
+90.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +20.7% | -12.9% | +33.6% | +26.6% |
| 3M | +23.7% | -6.4% | +30.0% | +25.4% |
| 6M | +15.0% | -29.2% | +44.2% | +32.4% |
| YTD | -10.5% | -29.9% | +19.4% | +2.2% |
| 1Y | -30.3% | -47.3% | +17.0% | -5.5% |
| All | +66.9% | -23.5% | +90.4% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling