+6,233.2%
ADP vs FCEL
-99.8%
+6,332.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | -3.4% | -15.8% | +12.4% | -2.8% |
| 30D | +2.8% | -29.3% | +32.1% | +4.1% |
| 3M | +20.9% | -30.1% | +51.1% | +20.7% |
| 6M | +29.9% | +74.4% | -44.6% | +22.6% |
| YTD | +9.6% | +104.5% | -94.9% | +2.3% |
| 1Y | -5.3% | +281.4% | -286.6% | -15.2% |
| 3Y | +16.5% | -66.1% | +82.6% | +12.2% |
| 5Y | +49.4% | -91.9% | +141.3% | +49.9% |
| 10Y | +282.2% | -99.2% | +381.4% | +266.6% |
| All | +6,233.2% | -99.8% | +6,332.9% | +5,314.2% |
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