+352.8%
APH vs FCUV
-99.8%
+452.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -65.2% | +64.0% | -0.8% |
| 7D | +0.2% | -47.9% | +48.1% | +0.3% |
| 30D | -3.3% | +13.7% | -17.0% | -3.8% |
| 3M | +14.0% | +97.0% | -83.0% | +10.7% |
| 6M | +24.4% | -66.1% | +90.5% | +24.1% |
| YTD | +21.4% | -81.8% | +103.2% | +22.7% |
| 1Y | +48.9% | -93.3% | +142.2% | +53.1% |
| 3Y | +290.1% | -99.2% | +389.3% | +318.1% |
| 5Y | +352.8% | -99.9% | +452.7% | +413.3% |
| All | +352.8% | -99.8% | +452.7% | +413.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling