-99.3%
FCUV vs ACM
-22.3%
-77.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.1% | -4.0% | -4.7% |
| 7D | -63.8% | -3.7% | -60.1% | -62.2% |
| 30D | -14.7% | -12.7% | -2.0% | -4.6% |
| 3M | +65.3% | -9.8% | +75.1% | +76.9% |
| 6M | -68.5% | -31.4% | -37.1% | -59.8% |
| YTD | -83.0% | -32.1% | -51.0% | -78.2% |
| 1Y | -94.4% | -47.8% | -46.6% | -91.5% |
| All | -99.3% | -22.3% | -77.0% | -99.2% |
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