-32.7%
FBTC vs ALM
+247.3%
-280.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +1.2% |
| 7D | -3.1% | -11.8% | +8.7% | -1.5% |
| 30D | +22.0% | +7.8% | +14.2% | +20.5% |
| 3M | +21.6% | -9.3% | +30.9% | +22.0% |
| 6M | +9.2% | -30.5% | +39.7% | +11.5% |
| YTD | -11.8% | +75.8% | -87.6% | -19.5% |
| 1Y | -32.7% | +241.2% | -273.9% | -34.6% |
| All | -32.7% | +247.3% | -280.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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