+254.3%
FCEL vs AFRM
-17.3%
+271.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.3% |
| 7D | -15.8% | -7.0% | -8.9% | -13.0% |
| 30D | -29.3% | -7.8% | -21.5% | -27.1% |
| 3M | -30.1% | +5.3% | -35.5% | -31.7% |
| 6M | +74.4% | +42.6% | +31.8% | +46.4% |
| YTD | +104.5% | -2.8% | +107.3% | +101.3% |
| All | +254.3% | -17.3% | +271.5% | +265.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling