+167.6%
AMAT vs FCEL
-96.5%
+264.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.5% | -0.5% | +4.9% |
| 7D | +7.0% | +3.9% | +3.1% | +6.4% |
| 30D | -20.6% | -33.1% | +12.5% | -14.9% |
| 3M | -24.8% | -43.0% | +18.2% | -18.5% |
| 6M | -10.7% | -31.3% | +20.6% | -9.8% |
| YTD | +54.3% | +49.8% | +4.5% | +32.7% |
| 1Y | +73.7% | +48.2% | +25.6% | +48.0% |
| 3Y | +168.4% | -64.6% | +233.0% | +154.4% |
| 5Y | +167.6% | -96.7% | +264.3% | +273.6% |
| All | +167.6% | -96.5% | +264.1% | +273.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling