-99.5%
AMC vs FCUV
-99.8%
+0.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -65.2% | +61.8% | -2.7% |
| 7D | -0.8% | -47.9% | +47.2% | -0.6% |
| 30D | -1.2% | +13.7% | -14.8% | -1.9% |
| 3M | +42.2% | +97.0% | -54.8% | +34.1% |
| 6M | +118.8% | -66.1% | +184.9% | +119.2% |
| YTD | +64.1% | -81.8% | +145.9% | +68.9% |
| 1Y | -9.5% | -93.3% | +83.7% | -3.4% |
| 3Y | -64.3% | -99.2% | +34.9% | -58.4% |
| 5Y | -99.5% | -99.9% | +0.4% | -99.2% |
| All | -99.5% | -99.8% | +0.4% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling