-98.6%
AMC vs FCUV
-87.2%
-11.3%
-99.8%
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% | +4.3% |
| 7D | +2.3% | +62.8% | -60.5% | +2.4% |
| 30D | -0.7% | +66.5% | -67.3% | -0.7% |
| 3M | +35.2% | +459.9% | -424.7% | +35.7% |
| 6M | +124.6% | -12.4% | +136.9% | +125.6% |
| YTD | +69.9% | -47.5% | +117.4% | +70.7% |
| 1Y | -2.6% | -80.5% | +77.9% | -2.1% |
| 3Y | -79.8% | -97.6% | +17.9% | -79.7% |
| 5Y | -99.4% | -99.5% | +0.1% | -99.4% |
| 10Y | -98.9% | -95.8% | -3.1% | -98.8% |
| All | -98.6% | -87.2% | -11.3% | -98.4% |
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