+1,326.2%
ADM vs FCEL
-99.8%
+1,426.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.6% | -8.8% | -0.7% |
| 7D | -7.8% | +3.0% | -10.9% | -8.1% |
| 30D | -12.6% | -40.0% | +27.4% | -10.5% |
| 3M | -8.2% | -47.0% | +38.8% | -6.0% |
| 6M | -8.9% | -21.0% | +12.1% | -10.9% |
| YTD | +24.0% | +48.0% | -24.0% | +15.5% |
| 1Y | +26.2% | +43.9% | -17.7% | +17.2% |
| 3Y | +7.0% | -67.5% | +74.5% | +2.2% |
| 5Y | +24.9% | -96.7% | +121.5% | +31.8% |
| 10Y | +102.6% | -99.0% | +201.7% | +83.3% |
| All | +1,326.2% | -99.8% | +1,426.0% | +1,131.0% |
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 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