-29.8%
FBTC vs ALC
-13.1%
-16.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.5% |
| 7D | +1.5% | -3.7% | +5.2% | +2.0% |
| 30D | +20.7% | -3.7% | +24.4% | +21.2% |
| 3M | +23.7% | +4.6% | +19.1% | +22.2% |
| 6M | +15.0% | -14.6% | +29.6% | +19.6% |
| YTD | -10.5% | -11.9% | +1.4% | -7.7% |
| All | -29.8% | -13.1% | -16.7% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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