-98.6%
FCUV vs ARMK
+146.1%
-244.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +2.8% |
| 7D | -66.5% | +3.1% | -69.6% | -66.7% |
| 30D | +5.0% | -2.8% | +7.8% | +5.0% |
| 3M | +63.8% | +7.6% | +56.2% | +61.1% |
| 6M | -67.8% | +47.9% | -115.7% | -70.2% |
| YTD | -82.4% | +60.0% | -142.4% | -84.0% |
| 1Y | -94.7% | +52.2% | -147.0% | -95.2% |
| 3Y | -99.3% | +131.4% | -230.7% | -99.4% |
| 5Y | -99.9% | +163.2% | -263.1% | -99.9% |
| All | -98.6% | +146.1% | -244.6% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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