+62.6%
ADM vs FCEL
-90.2%
+152.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.9% | -0.7% |
| 7D | -0.1% | +4.0% | -4.0% | -0.3% |
| 30D | +11.0% | -13.1% | +24.1% | +11.3% |
| 3M | +6.0% | +14.6% | -8.6% | +4.3% |
| 6M | +26.9% | +133.7% | -106.8% | +20.3% |
| YTD | +50.0% | +143.0% | -92.9% | +41.6% |
| 1Y | +39.6% | +320.9% | -281.3% | +27.4% |
| 3Y | +18.5% | -58.9% | +77.4% | +16.1% |
| 5Y | +62.6% | -89.7% | +152.2% | +64.0% |
| All | +62.6% | -90.2% | +152.7% | +64.0% |
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 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