+135.6%
AMT vs FCUV
-87.2%
+222.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | -1.1% |
| 7D | -0.2% | +62.8% | -63.1% | -0.2% |
| 30D | +4.6% | +66.5% | -61.9% | +4.6% |
| 3M | -8.4% | +459.9% | -468.4% | -8.7% |
| 6M | -6.0% | -12.4% | +6.3% | -6.2% |
| YTD | +2.1% | -47.5% | +49.7% | +2.0% |
| 1Y | -6.4% | -80.5% | +74.1% | -6.4% |
| 3Y | +8.1% | -97.6% | +105.7% | +7.9% |
| 5Y | -31.9% | -99.5% | +67.6% | -32.0% |
| 10Y | +97.1% | -95.8% | +192.9% | +99.3% |
| All | +135.6% | -87.2% | +222.8% | +140.2% |
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 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