+365.7%
ALAB vs FCEL
-43.6%
+409.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +18.8% | -25.7% | -11.4% |
| 7D | +3.2% | +4.0% | -0.8% | +1.2% |
| 30D | -13.6% | -13.1% | -0.5% | -12.0% |
| 3M | -16.6% | +14.6% | -31.2% | -20.7% |
| 6M | +142.3% | +133.7% | +8.6% | +94.3% |
| YTD | +73.6% | +143.0% | -69.3% | +37.3% |
| 1Y | +33.7% | +320.9% | -287.2% | -9.7% |
| All | +365.7% | -43.6% | +409.3% | +270.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling