+126.6%
ADM vs FCEL
-99.1%
+225.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.3% | +2.9% |
| 7D | +4.2% | -2.8% | +7.0% | +4.2% |
| 30D | -12.8% | -31.6% | +18.8% | -12.1% |
| 3M | -8.5% | -52.4% | +43.9% | -7.0% |
| 6M | -10.9% | -51.4% | +40.5% | -10.7% |
| YTD | +29.4% | +32.4% | -3.0% | +25.0% |
| 1Y | +27.5% | +37.5% | -10.0% | +22.8% |
| 3Y | +10.3% | -69.3% | +79.6% | +7.9% |
| 5Y | +27.4% | -97.1% | +124.5% | +30.9% |
| All | +126.6% | -99.1% | +225.8% | +117.6% |
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