+130.5%
ADM vs FCUV
-87.2%
+217.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +13.9% | +0.3% |
| 7D | +3.8% | +62.8% | -59.1% | +3.8% |
| 30D | +9.8% | +66.5% | -56.7% | +9.8% |
| 3M | +2.1% | +459.9% | -457.8% | +2.6% |
| 6M | +27.5% | -12.4% | +39.9% | +28.1% |
| YTD | +50.2% | -47.5% | +97.7% | +50.9% |
| 1Y | +40.6% | -80.5% | +121.1% | +41.2% |
| 3Y | +17.2% | -97.6% | +114.9% | +17.7% |
| 5Y | +61.9% | -99.5% | +161.4% | +62.4% |
| 10Y | +159.3% | -95.8% | +255.0% | +164.9% |
| All | +130.5% | -87.2% | +217.7% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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