+66.9%
FBTC vs ALM
+1,890.1%
-1,823.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.8% | -10.5% | -2.5% |
| 7D | +1.5% | +8.4% | -6.9% | +0.8% |
| 30D | +20.7% | +34.8% | -14.2% | +17.5% |
| 3M | +23.7% | +16.2% | +7.4% | +21.3% |
| 6M | +15.0% | +2.1% | +12.9% | +13.0% |
| YTD | -10.5% | +117.0% | -127.5% | -15.9% |
| 1Y | -30.3% | +313.9% | -344.1% | -36.6% |
| All | +66.9% | +1,890.1% | -1,823.2% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling