+282.7%
AG vs FCEL
-61.1%
+343.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.8% | +2.9% |
| 7D | -0.1% | +15.1% | -15.2% | -2.1% |
| 30D | +12.5% | -16.4% | +28.9% | +13.9% |
| 3M | +28.2% | -5.3% | +33.4% | +24.2% |
| 6M | -18.8% | +124.5% | -143.4% | -32.1% |
| YTD | +27.4% | +126.7% | -99.3% | +6.5% |
| 1Y | +132.2% | +219.9% | -87.7% | +82.5% |
| All | +282.7% | -61.1% | +343.8% | +290.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling