+7.0%
ADM vs FCEL
-68.6%
+75.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.6% | -8.8% | -0.3% |
| 7D | -7.8% | +3.0% | -10.9% | -7.9% |
| 30D | -12.6% | -40.0% | +27.4% | -11.9% |
| 3M | -8.2% | -47.0% | +38.8% | -7.5% |
| 6M | -8.9% | -21.0% | +12.1% | -10.2% |
| YTD | +24.0% | +48.0% | -24.0% | +19.5% |
| 1Y | +26.2% | +43.9% | -17.7% | +21.4% |
| 3Y | +7.0% | -67.5% | +74.5% | +5.9% |
| All | +7.0% | -68.6% | +75.6% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling