+1,254.4%
AAPL vs FCEL
-99.2%
+1,353.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.9% | +9.5% | +3.8% |
| 7D | -0.5% | +6.3% | -6.8% | -0.8% |
| 30D | +7.1% | -18.8% | +25.9% | +7.7% |
| 3M | +12.1% | -3.8% | +15.9% | +10.8% |
| 6M | +25.4% | +121.1% | -95.7% | +18.3% |
| YTD | +20.5% | +113.3% | -92.8% | +13.3% |
| 1Y | +44.5% | +173.5% | -129.0% | +33.3% |
| 3Y | +85.8% | -63.9% | +149.7% | +79.7% |
| 5Y | +124.8% | -90.7% | +215.4% | +125.4% |
| All | +1,254.4% | -99.2% | +1,353.5% | +1,303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling