+219.2%
APD vs FCUV
-87.2%
+306.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.7% | +12.7% | -1.0% |
| 7D | -2.2% | +62.8% | -65.0% | -2.2% |
| 30D | +2.1% | +66.5% | -64.4% | +2.1% |
| 3M | +7.2% | +459.9% | -452.8% | +7.3% |
| 6M | +11.2% | -12.4% | +23.6% | +11.5% |
| YTD | +24.4% | -47.5% | +71.9% | +24.7% |
| 1Y | +6.7% | -80.5% | +87.2% | +7.0% |
| 3Y | +9.2% | -97.6% | +106.9% | +9.6% |
| 5Y | +27.4% | -99.5% | +126.9% | +27.8% |
| 10Y | +164.8% | -95.8% | +260.6% | +167.6% |
| All | +219.2% | -87.2% | +306.4% | +223.3% |
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