+39.6%
AMCR vs FCUV
-95.9%
+135.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.3% | -2.7% |
| 7D | -6.3% | -63.8% | +57.5% | -6.3% |
| 30D | -7.1% | -14.7% | +7.5% | -7.1% |
| 3M | +12.7% | +65.3% | -52.6% | +12.6% |
| 6M | +5.2% | -68.5% | +73.6% | +5.2% |
| YTD | +8.1% | -83.0% | +91.1% | +8.1% |
| 1Y | +11.7% | -94.4% | +106.1% | +11.8% |
| 3Y | +9.9% | -99.3% | +109.2% | +10.0% |
| 5Y | -8.7% | -99.9% | +91.2% | -8.6% |
| 10Y | +16.8% | -98.6% | +115.4% | +16.9% |
| All | +39.6% | -95.9% | +135.5% | +40.1% |
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