-98.1%
FCEL vs AFRM
-25.4%
-72.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.7% | +5.4% |
| 7D | +3.9% | -10.3% | +14.1% | +8.6% |
| 30D | -33.1% | -13.7% | -19.4% | -29.1% |
| 3M | -43.0% | -11.6% | -31.4% | -41.1% |
| 6M | -31.3% | +2.1% | -33.4% | -31.9% |
| YTD | +49.8% | -8.9% | +58.6% | +52.9% |
| 1Y | +48.2% | -9.7% | +57.9% | +51.7% |
| 3Y | -64.6% | +202.5% | -267.0% | -81.4% |
| 5Y | -96.7% | -55.3% | -41.4% | -97.6% |
| All | -98.1% | -25.4% | -72.7% | -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