-22.2%
FCEL vs AFRM
+0.5%
-22.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.2% | +13.8% | +12.9% |
| 7D | -11.2% | -7.3% | -3.9% | -6.7% |
| 30D | -45.8% | -9.6% | -36.2% | -41.8% |
| 3M | -51.0% | -11.1% | -39.9% | -47.7% |
| 6M | -22.2% | +3.9% | -26.1% | -21.3% |
| All | -22.2% | +0.5% | -22.7% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling