+142.4%
AMT vs FCUV
-98.2%
+240.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +136.0% | -135.0% | +0.8% |
| 7D | +1.5% | +148.8% | -147.3% | +1.4% |
| 30D | +6.8% | +95.0% | -88.2% | +6.7% |
| 3M | +11.2% | +27.8% | -16.6% | +11.1% |
| 6M | +12.5% | +121.0% | -108.5% | +11.8% |
| YTD | +12.5% | -78.1% | +90.6% | +12.1% |
| 1Y | +10.1% | -94.3% | +104.4% | +10.0% |
| 3Y | +16.0% | -98.9% | +114.9% | +15.7% |
| 5Y | -17.2% | -99.7% | +82.5% | -17.3% |
| All | +142.4% | -98.2% | +240.7% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling