-94.7%
FCUV vs ACM
+130.6%
-225.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.6% | +135.4% | +135.9% |
| 7D | +148.8% | +5.6% | +143.1% | +147.3% |
| 30D | +95.0% | +20.8% | +74.2% | +90.9% |
| 3M | +27.8% | +11.4% | +16.4% | +26.3% |
| 6M | +121.0% | +0.9% | +120.0% | +120.7% |
| YTD | -78.1% | -24.8% | -53.3% | -77.7% |
| 1Y | -94.3% | -46.4% | -47.8% | -94.1% |
| 3Y | -98.9% | -9.2% | -89.7% | -98.9% |
| 5Y | -99.7% | +5.0% | -104.7% | -99.7% |
| 10Y | -98.2% | +130.6% | -228.8% | -97.8% |
| All | -94.7% | +130.6% | -225.3% | -92.8% |
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