-19.3%
AFRM vs FCUV
-81.1%
+61.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.7% | +11.0% | -2.6% |
| 7D | -7.0% | +62.8% | -69.8% | -6.9% |
| 30D | -7.8% | +66.5% | -74.3% | -7.7% |
| 3M | +5.3% | +459.9% | -454.6% | +7.1% |
| 6M | +42.6% | -12.4% | +55.0% | +50.5% |
| YTD | -2.8% | -47.5% | +44.7% | +5.7% |
| 1Y | -19.3% | -80.5% | +61.2% | -15.2% |
| All | -19.3% | -81.1% | +61.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling