-98.1%
AMC vs FCUV
-97.8%
-0.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.9% | +1.8% |
| 7D | +5.5% | -15.3% | +20.8% | +5.5% |
| 30D | +16.1% | -29.7% | +45.8% | +16.1% |
| 3M | +43.0% | -54.5% | +97.5% | +43.0% |
| 6M | +130.7% | -26.7% | +157.4% | +131.4% |
| YTD | +121.8% | -91.0% | +212.8% | +122.7% |
| 1Y | +40.7% | -98.0% | +138.7% | +41.2% |
| 3Y | -56.8% | -99.5% | +42.7% | -56.6% |
| 5Y | -99.1% | -99.9% | +0.8% | -99.1% |
| 10Y | -98.7% | -99.3% | +0.6% | -98.6% |
| All | -98.1% | -97.8% | -0.3% | -97.9% |
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