+1,627.8%
ADM vs FCEL
-99.8%
+1,727.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +3.8% | -15.8% | +19.6% | +4.7% |
| 30D | +9.8% | -29.3% | +39.0% | +11.5% |
| 3M | +2.1% | -30.1% | +32.3% | +2.2% |
| 6M | +27.5% | +74.4% | -46.9% | +19.2% |
| YTD | +50.2% | +104.5% | -54.3% | +38.5% |
| 1Y | +40.6% | +281.4% | -240.8% | +23.1% |
| 3Y | +17.2% | -66.1% | +83.3% | +12.4% |
| 5Y | +61.9% | -91.9% | +153.7% | +62.2% |
| 10Y | +159.3% | -99.2% | +258.5% | +142.0% |
| All | +1,627.8% | -99.8% | +1,727.6% | +1,376.1% |
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