-87.2%
FCUV vs ARMK
+214.9%
-302.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.9% | -12.8% | -13.5% |
| 7D | +62.8% | -2.4% | +65.2% | +63.5% |
| 30D | +66.5% | 0.0% | +66.5% | +66.3% |
| 3M | +459.9% | +6.7% | +453.3% | +453.5% |
| 6M | -12.4% | +38.8% | -51.2% | -17.5% |
| YTD | -47.5% | +55.2% | -102.7% | -51.6% |
| 1Y | -80.5% | +46.6% | -127.1% | -81.8% |
| 3Y | -97.6% | +112.9% | -210.5% | -97.9% |
| 5Y | -99.5% | +144.0% | -243.5% | -99.6% |
| 10Y | -95.8% | +132.4% | -228.2% | -96.5% |
| All | -87.2% | +214.9% | -302.2% | -89.2% |
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