-98.9%
FCUV vs ACM
-9.1%
-89.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.6% | +135.4% | +135.6% |
| 7D | +148.8% | +5.6% | +143.1% | +139.5% |
| 30D | +95.0% | +20.8% | +74.2% | +69.9% |
| 3M | +27.8% | +11.4% | +16.4% | +17.9% |
| 6M | +121.0% | +0.9% | +120.0% | +116.7% |
| YTD | -78.1% | -24.8% | -53.3% | -74.1% |
| 1Y | -94.3% | -46.4% | -47.8% | -91.5% |
| 3Y | -98.9% | -9.2% | -89.7% | -99.0% |
| All | -98.9% | -9.1% | -89.8% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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