-87.2%
FCUV vs ACM
+116.6%
-203.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.4% | -13.3% | -13.6% |
| 7D | +62.8% | -3.7% | +66.6% | +63.5% |
| 30D | +66.5% | -11.1% | +77.6% | +68.4% |
| 3M | +459.9% | -8.0% | +467.9% | +463.6% |
| 6M | -12.4% | -29.7% | +17.3% | -10.3% |
| YTD | -47.5% | -29.4% | -18.2% | -46.2% |
| 1Y | -80.5% | -46.4% | -34.1% | -79.8% |
| 3Y | -97.6% | -22.3% | -75.3% | -97.6% |
| 5Y | -99.5% | +4.5% | -104.0% | -99.5% |
| 10Y | -95.8% | +127.6% | -223.4% | -94.6% |
| All | -87.2% | +116.6% | -203.9% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling