+203.0%
AMAT vs FCEL
-65.9%
+268.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.1% |
| 7D | -1.5% | -15.8% | +14.3% | +0.6% |
| 30D | -14.8% | -29.3% | +14.5% | -11.3% |
| 3M | -9.3% | -30.1% | +20.9% | -6.8% |
| 6M | +27.4% | +74.4% | -47.1% | +15.5% |
| YTD | +77.6% | +104.5% | -26.9% | +57.1% |
| 1Y | +188.9% | +281.4% | -92.4% | +135.9% |
| All | +203.0% | -65.9% | +268.9% | +181.7% |
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