-16.5%
ABT vs FCEL
+269.1%
-285.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.3% |
| 7D | -3.7% | -15.8% | +12.1% | -4.3% |
| 30D | +2.5% | -29.3% | +31.8% | +1.2% |
| 3M | +20.2% | -30.1% | +50.3% | +19.2% |
| 6M | -2.9% | +74.4% | -77.4% | -2.2% |
| YTD | -11.9% | +104.5% | -116.4% | -11.5% |
| 1Y | -16.5% | +281.4% | -297.9% | -19.1% |
| All | -16.5% | +269.1% | -285.7% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling