-97.4%
FCUV vs AMDL
+115.6%
-213.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.1% | +0.6% |
| 7D | -72.0% | +20.7% | -92.7% | -72.3% |
| 30D | -8.0% | +9.4% | -17.4% | -9.1% |
| 3M | +66.3% | +5.6% | +60.6% | +54.8% |
| 6M | -75.3% | +340.3% | -415.6% | -84.7% |
| YTD | -83.0% | +253.6% | -336.6% | -89.1% |
| 1Y | -94.7% | +443.4% | -538.0% | -97.1% |
| All | -97.4% | +115.6% | -213.0% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling