-26.3%
APH vs FCUV
-81.1%
+54.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +72.6% | -120.4% | -47.0% |
| 7D | -48.7% | +63.0% | -111.7% | -47.9% |
| 30D | -51.9% | +66.5% | -118.4% | -51.2% |
| 3M | -43.6% | +459.9% | -503.5% | -42.5% |
| 6M | -37.5% | -12.4% | -25.2% | -35.3% |
| YTD | -38.6% | -47.5% | +8.9% | -35.8% |
| 1Y | -26.3% | -80.5% | +54.2% | -23.6% |
| All | -26.3% | -81.1% | +54.8% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling