-42.7%
ACHR vs FCEL
-94.2%
+51.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -0.7% | -15.8% | +15.1% | +3.2% |
| 30D | +9.8% | -29.3% | +39.1% | +17.6% |
| 3M | -10.5% | -30.1% | +19.6% | -9.5% |
| 6M | -15.5% | +74.4% | -90.0% | -39.1% |
| YTD | -24.1% | +104.5% | -128.6% | -48.2% |
| 1Y | -32.4% | +281.4% | -313.8% | -62.8% |
| 3Y | -11.6% | -66.1% | +54.5% | -17.9% |
| 5Y | -42.9% | -91.9% | +49.0% | -30.2% |
| All | -42.7% | -94.2% | +51.5% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling