+22.1%
ALNY vs FCEL
-62.7%
+84.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.5% |
| 7D | -6.5% | +6.3% | -12.8% | -6.6% |
| 30D | +11.0% | -26.7% | +37.7% | +11.4% |
| 3M | -14.1% | -10.2% | -3.9% | -15.2% |
| 6M | -22.4% | +123.5% | -145.9% | -28.3% |
| YTD | -37.5% | +117.4% | -154.8% | -42.4% |
| 1Y | -46.9% | +146.0% | -192.9% | -51.9% |
| 3Y | +22.1% | -61.9% | +84.0% | +19.2% |
| All | +22.1% | -62.7% | +84.8% | +19.2% |
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 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