-45.3%
ACHR vs FCEL
-94.0%
+48.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +0.6% |
| 7D | -5.4% | +6.3% | -11.7% | -7.2% |
| 30D | -19.7% | -18.8% | -0.9% | -17.2% |
| 3M | +7.9% | -3.8% | +11.7% | +0.7% |
| 6M | -13.8% | +121.1% | -134.9% | -42.0% |
| YTD | -27.5% | +113.3% | -140.8% | -51.2% |
| 1Y | -33.9% | +173.5% | -207.4% | -59.8% |
| 3Y | -20.0% | -63.9% | +43.9% | -27.1% |
| 5Y | -44.0% | -90.7% | +46.7% | -32.7% |
| All | -45.3% | -94.0% | +48.6% | -35.0% |
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