-22.9%
AFRM vs FCUV
-94.0%
+71.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.0% | +1.6% | -5.5% |
| 7D | -8.0% | -63.8% | +55.7% | -8.1% |
| 30D | -9.8% | -14.7% | +4.9% | -9.7% |
| 3M | +4.7% | +65.3% | -60.6% | +6.6% |
| 6M | +34.1% | -68.5% | +102.6% | +40.3% |
| YTD | -8.4% | -83.0% | +74.6% | -0.8% |
| 1Y | -22.9% | -94.4% | +71.5% | -16.9% |
| All | -22.9% | -94.0% | +71.1% | -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 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