+262.1%
APH vs FCUV
-99.6%
+361.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.1% |
| 7D | -5.9% | -13.0% | +7.0% | -5.9% |
| 30D | -14.8% | -36.9% | +22.1% | -14.7% |
| 3M | -12.4% | -65.3% | +52.9% | -12.3% |
| 6M | +8.1% | -32.9% | +40.9% | +7.4% |
| YTD | +10.9% | -91.2% | +102.2% | +12.4% |
| 1Y | +8.8% | -98.2% | +107.0% | +12.7% |
| 3Y | +262.1% | -99.6% | +361.7% | +275.2% |
| All | +262.1% | -99.6% | +361.7% | +275.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling