-29.9%
FBTC vs ALK
-10.2%
-19.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.3% |
| 7D | -9.2% | -1.2% | -8.0% | -9.0% |
| 30D | -15.8% | +7.7% | -23.5% | -16.9% |
| 3M | +8.7% | -19.0% | +27.6% | +12.6% |
| 6M | -13.6% | -0.2% | -13.4% | -15.5% |
| YTD | -21.5% | -23.5% | +2.0% | -17.2% |
| 1Y | -29.9% | -9.1% | -20.8% | -29.7% |
| All | -29.9% | -10.2% | -19.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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