+48.2%
FCEL vs AFRM
-11.9%
+60.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.7% | +4.8% |
| 7D | +3.9% | -10.3% | +14.1% | +11.1% |
| 30D | -33.1% | -13.7% | -19.4% | -27.0% |
| 3M | -43.0% | -11.6% | -31.4% | -39.9% |
| 6M | -31.3% | +2.1% | -33.4% | -31.9% |
| YTD | +49.8% | -8.9% | +58.6% | +52.4% |
| 1Y | +48.2% | -9.7% | +57.9% | +53.1% |
| All | +48.2% | -11.9% | +60.1% | +53.1% |
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