+61.2%
FBTC vs ALC
-5.4%
+66.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -1.2% | +4.9% | -6.1% | -2.2% |
| 30D | -9.1% | +19.0% | -28.1% | -12.4% |
| 3M | +17.6% | +7.8% | +9.8% | +15.6% |
| 6M | -7.1% | +14.6% | -21.6% | -10.3% |
| YTD | -13.6% | -4.4% | -9.1% | -12.6% |
| 1Y | -25.1% | +1.4% | -26.5% | -25.5% |
| All | +61.2% | -5.4% | +66.6% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling