-22.2%
AMAT vs FCUV
-38.1%
+15.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.2% |
| 7D | -14.7% | -13.0% | -1.7% | -14.7% |
| 30D | -36.1% | -36.9% | +0.8% | -36.1% |
| 3M | -36.9% | -65.3% | +28.5% | -37.0% |
| 6M | -22.2% | -32.9% | +10.7% | -18.5% |
| All | -22.2% | -38.1% | +15.9% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling