+400.4%
ALAB vs FCEL
-52.5%
+452.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.8% | +9.3% |
| 7D | +7.2% | -15.8% | +23.1% | +11.5% |
| 30D | -2.5% | -29.3% | +26.8% | +5.1% |
| 3M | -13.3% | -30.1% | +16.8% | -7.5% |
| 6M | +172.8% | +74.4% | +98.4% | +134.8% |
| YTD | +86.6% | +104.5% | -17.9% | +55.1% |
| 1Y | +65.2% | +281.4% | -216.2% | +15.7% |
| All | +400.4% | -52.5% | +452.9% | +317.9% |
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