+100.6%
AMT vs FCUV
-98.6%
+199.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -2.7% | -72.0% | +69.3% | -2.6% |
| 30D | +2.0% | -8.0% | +10.0% | +2.0% |
| 3M | -9.3% | +66.3% | -75.5% | -9.8% |
| 6M | -5.2% | -75.3% | +70.1% | -5.5% |
| YTD | +0.5% | -83.0% | +83.4% | +0.2% |
| 1Y | -7.3% | -94.7% | +87.4% | -7.4% |
| 3Y | +6.2% | -99.3% | +105.5% | +6.0% |
| 5Y | -31.2% | -99.9% | +68.7% | -31.2% |
| All | +100.6% | -98.6% | +199.2% | +105.8% |
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