-98.1%
FCEL vs AFRM
-25.2%
-73.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +8.7% |
| 7D | +3.0% | -7.5% | +10.6% | +6.2% |
| 30D | -40.0% | -15.7% | -24.3% | -35.8% |
| 3M | -47.0% | -9.6% | -37.4% | -45.8% |
| 6M | -21.0% | +6.3% | -27.3% | -22.8% |
| YTD | +48.0% | -8.6% | +56.6% | +50.8% |
| 1Y | +43.9% | -7.6% | +51.5% | +45.9% |
| 3Y | -67.5% | +173.7% | -241.2% | -82.2% |
| 5Y | -96.7% | -56.9% | -39.8% | -97.6% |
| All | -98.1% | -25.2% | -73.0% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling