+257.6%
ALAB vs FCEL
-69.3%
+326.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +2.9% | -1.1% |
| 7D | +16.3% | -2.8% | +19.1% | +17.3% |
| 30D | -26.1% | -31.6% | +5.5% | -17.8% |
| 3M | -31.3% | -52.4% | +21.1% | -18.0% |
| 6M | -1.0% | -51.4% | +50.4% | +14.4% |
| YTD | +33.3% | +32.4% | +0.9% | +23.4% |
| 1Y | +53.5% | +37.5% | +16.0% | +39.2% |
| All | +257.6% | -69.3% | +326.9% | +232.5% |
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