-58.9%
FCEL vs AFRM
+221.8%
-280.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.4% | +19.2% | +18.9% |
| 7D | +4.0% | +3.1% | +0.9% | +2.4% |
| 30D | -13.1% | -4.2% | -8.9% | -12.8% |
| 3M | +14.6% | +10.1% | +4.5% | +10.9% |
| 6M | +133.7% | +39.4% | +94.3% | +109.5% |
| YTD | +143.0% | -3.2% | +146.1% | +142.3% |
| 1Y | +320.9% | -16.1% | +336.9% | +335.2% |
| 3Y | -58.9% | +220.8% | -279.7% | -80.7% |
| All | -58.9% | +221.8% | -280.7% | -80.7% |
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 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