-97.0%
FCEL vs AFRM
-56.8%
-40.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.1% |
| 7D | -2.8% | -4.4% | +1.6% | -0.8% |
| 30D | -31.6% | -7.7% | -24.0% | -29.2% |
| 3M | -52.4% | -16.9% | -35.5% | -49.1% |
| 6M | -51.4% | +2.5% | -53.9% | -51.8% |
| YTD | +32.4% | -12.5% | +44.9% | +37.6% |
| 1Y | +37.5% | -11.0% | +48.5% | +41.6% |
| 3Y | -69.3% | +184.6% | -253.8% | -84.9% |
| All | -97.0% | -56.8% | -40.2% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling