+2,238.4%
AMAT vs FCUV
-87.2%
+2,325.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -13.7% | +18.0% | +4.4% |
| 7D | -1.5% | +62.8% | -64.3% | -1.7% |
| 30D | -14.8% | +66.5% | -81.3% | -15.0% |
| 3M | -9.3% | +459.9% | -469.2% | -11.2% |
| 6M | +27.4% | -12.4% | +39.8% | +25.5% |
| YTD | +77.6% | -47.5% | +125.1% | +75.2% |
| 1Y | +188.9% | -80.5% | +269.4% | +186.0% |
| 3Y | +202.3% | -97.6% | +299.9% | +199.2% |
| 5Y | +248.9% | -99.5% | +348.4% | +246.0% |
| 10Y | +1,585.2% | -95.8% | +1,681.0% | +1,548.0% |
| All | +2,238.4% | -87.2% | +2,325.6% | +2,199.5% |
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