+131.1%
ADI vs FCEL
-91.3%
+222.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.4% |
| 7D | +1.3% | +6.3% | -4.9% | +0.4% |
| 30D | -6.0% | -18.8% | +12.8% | -4.4% |
| 3M | -7.7% | -3.8% | -3.9% | -10.1% |
| 6M | +14.0% | +121.1% | -107.2% | -2.9% |
| YTD | +34.4% | +113.3% | -78.9% | +13.6% |
| 1Y | +48.0% | +173.5% | -125.6% | +18.1% |
| 3Y | +113.3% | -63.9% | +177.2% | +104.3% |
| 5Y | +131.1% | -90.7% | +221.8% | +150.2% |
| All | +131.1% | -91.3% | +222.4% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling