-98.3%
AMC vs FCUV
-97.9%
-0.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +1.9% |
| 7D | +2.6% | -13.0% | +15.6% | +2.6% |
| 30D | +9.0% | -36.9% | +45.9% | +9.0% |
| 3M | +22.2% | -65.3% | +87.5% | +22.2% |
| 6M | +91.5% | -32.9% | +124.3% | +92.1% |
| YTD | +101.3% | -91.2% | +192.5% | +102.1% |
| 1Y | +20.8% | -98.2% | +119.0% | +21.3% |
| 3Y | -71.3% | -99.6% | +28.3% | -71.2% |
| 5Y | -99.2% | -99.9% | +0.6% | -99.2% |
| 10Y | -98.7% | -99.3% | +0.6% | -98.6% |
| All | -98.3% | -97.9% | -0.4% | -98.1% |
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