-98.6%
FCUV vs AMDL
+119.6%
-218.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.3% | -10.2% | +3.6% |
| 7D | -4.7% | +18.5% | -23.2% | -5.4% |
| 30D | -23.2% | -24.2% | +1.1% | -23.0% |
| 3M | -49.2% | +11.5% | -60.6% | -50.1% |
| 6M | -9.2% | -1.0% | -8.2% | -15.8% |
| YTD | -90.6% | +260.3% | -350.8% | -94.0% |
| 1Y | -97.9% | +178.2% | -276.0% | -98.6% |
| All | -98.6% | +119.6% | -218.2% | -99.5% |
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