-94.7%
FCUV vs ARMK
+199.2%
-293.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.1% | +135.9% | +136.0% |
| 7D | +148.8% | +2.7% | +146.1% | +147.8% |
| 30D | +95.0% | -1.5% | +96.5% | +95.5% |
| 3M | +27.8% | -11.6% | +39.4% | +29.5% |
| 6M | +121.0% | +6.7% | +114.2% | +117.5% |
| YTD | -78.1% | +47.4% | -125.6% | -79.7% |
| 1Y | -94.3% | +41.5% | -135.7% | -94.6% |
| 3Y | -98.9% | +95.5% | -194.5% | -99.0% |
| 5Y | -99.7% | +108.4% | -208.1% | -99.7% |
| 10Y | -98.2% | +132.3% | -230.5% | -98.5% |
| All | -94.7% | +199.2% | -293.9% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling