-29.3%
AFRM vs FCUV
-99.5%
+70.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.0% | +1.6% | -5.3% |
| 7D | -8.0% | -63.8% | +55.7% | -7.0% |
| 30D | -9.8% | -14.7% | +4.9% | -10.5% |
| 3M | +4.7% | +65.3% | -60.6% | -4.9% |
| 6M | +34.1% | -68.5% | +102.6% | +28.6% |
| YTD | -8.4% | -83.0% | +74.6% | -9.6% |
| 1Y | -22.9% | -94.4% | +71.5% | -20.5% |
| 3Y | +203.3% | -99.3% | +302.6% | +215.4% |
| 5Y | -26.0% | -99.9% | +73.9% | -17.2% |
| All | -29.3% | -99.5% | +70.2% | -16.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling