-29.9%
FBTC vs ALC
-11.3%
-18.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | -6.3% | -6.2% | -0.1% | -5.6% |
| 30D | -14.3% | +14.0% | -28.3% | -15.5% |
| 3M | +12.6% | -2.4% | +14.9% | +13.0% |
| 6M | -11.8% | +12.6% | -24.5% | -14.0% |
| YTD | -18.6% | -8.4% | -10.2% | -16.2% |
| 1Y | -29.9% | -9.1% | -20.8% | -27.8% |
| All | -29.9% | -11.3% | -18.6% | -27.8% |
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