-30.9%
AMT vs FCUV
-99.9%
+69.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.9% | -0.2% |
| 7D | +1.5% | -63.8% | +65.2% | +1.6% |
| 30D | +3.7% | -14.7% | +18.4% | +3.7% |
| 3M | -7.2% | +65.3% | -72.5% | -8.0% |
| 6M | -4.2% | -68.5% | +64.3% | -3.9% |
| YTD | +1.9% | -83.0% | +84.9% | +2.7% |
| 1Y | -6.4% | -94.4% | +88.0% | -4.6% |
| 3Y | +7.7% | -99.3% | +107.0% | +11.2% |
| 5Y | -30.9% | -99.9% | +69.0% | -27.5% |
| All | -30.9% | -99.9% | +69.0% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling