-99.0%
AMC vs FCUV
-98.6%
-0.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.0% | +3.1% | -3.9% |
| 7D | -6.8% | -63.8% | +56.9% | -6.8% |
| 30D | +1.7% | -14.7% | +16.3% | +1.6% |
| 3M | +26.8% | +65.3% | -38.5% | +26.7% |
| 6M | +117.7% | -68.5% | +186.2% | +118.0% |
| YTD | +57.7% | -83.0% | +140.7% | +58.0% |
| 1Y | -12.5% | -94.4% | +82.0% | -12.2% |
| 3Y | -65.7% | -99.3% | +33.5% | -65.7% |
| 5Y | -99.5% | -99.9% | +0.4% | -99.5% |
| 10Y | -99.0% | -98.6% | -0.3% | -99.0% |
| All | -99.0% | -98.6% | -0.3% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling