-20.9%
AFRM vs FCUV
-99.5%
+78.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.7% | +11.0% | -2.4% |
| 7D | -7.0% | +62.8% | -69.8% | -8.0% |
| 30D | -7.8% | +66.5% | -74.3% | -9.2% |
| 3M | +5.3% | +459.9% | -454.6% | -6.2% |
| 6M | +42.6% | -12.4% | +55.0% | +40.8% |
| YTD | -2.8% | -47.5% | +44.7% | -0.1% |
| 1Y | -19.3% | -80.5% | +61.2% | -11.9% |
| 3Y | +231.0% | -97.6% | +328.6% | +315.7% |
| All | -20.9% | -99.5% | +78.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling