-70.9%
FCEL vs AFRM
+203.8%
-274.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.2% | +13.8% | +12.3% |
| 7D | -11.2% | -7.3% | -3.9% | -8.9% |
| 30D | -45.8% | -9.6% | -36.2% | -43.8% |
| 3M | -51.0% | -11.1% | -39.9% | -49.6% |
| 6M | -22.2% | +3.9% | -26.1% | -23.0% |
| YTD | +36.3% | -8.5% | +44.7% | +38.4% |
| 1Y | +29.0% | +3.3% | +25.8% | +26.3% |
| 3Y | -70.9% | +213.7% | -284.6% | -85.2% |
| All | -70.9% | +203.8% | -274.7% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling