+955.2%
APH vs FCUV
-99.3%
+1,054.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.6% | -0.9% |
| 7D | -5.0% | -15.3% | +10.3% | -5.0% |
| 30D | -8.4% | -29.7% | +21.4% | -8.3% |
| 3M | -4.5% | -54.5% | +50.0% | -4.5% |
| 6M | +25.3% | -26.7% | +52.0% | +24.6% |
| YTD | +18.9% | -91.0% | +109.9% | +18.6% |
| 1Y | +11.9% | -98.0% | +110.0% | +11.9% |
| 3Y | +278.0% | -99.5% | +377.5% | +277.4% |
| 5Y | +306.4% | -99.9% | +406.3% | +306.1% |
| 10Y | +955.2% | -99.3% | +1,054.4% | +960.2% |
| All | +955.2% | -99.3% | +1,054.4% | +960.2% |
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 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