-96.3%
FCUV vs AMRZ
-20.1%
-76.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | -66.5% | -7.5% | -58.9% | -64.7% |
| 30D | +5.0% | -12.4% | +17.4% | +11.2% |
| 3M | +63.8% | -22.4% | +86.2% | +82.7% |
| 6M | -67.8% | -29.5% | -38.3% | -62.2% |
| YTD | -82.4% | -24.1% | -58.3% | -80.1% |
| 1Y | -94.7% | -26.3% | -68.5% | -94.3% |
| All | -96.3% | -20.1% | -76.2% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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