+1,348.2%
ADM vs FCEL
-99.8%
+1,448.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.5% | -4.2% | +2.0% |
| 7D | +0.1% | +3.9% | -3.8% | -0.2% |
| 30D | -11.8% | -33.1% | +21.3% | -10.2% |
| 3M | -11.3% | -43.0% | +31.7% | -9.5% |
| 6M | -10.0% | -31.3% | +21.3% | -11.3% |
| YTD | +25.9% | +49.8% | -23.9% | +17.2% |
| 1Y | +26.7% | +48.2% | -21.5% | +17.5% |
| 3Y | +8.1% | -64.6% | +72.7% | +2.8% |
| 5Y | +23.5% | -96.7% | +120.2% | +30.5% |
| 10Y | +128.2% | -99.0% | +227.2% | +106.7% |
| All | +1,348.2% | -99.8% | +1,448.1% | +1,149.1% |
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