+81,280.4%
AMAT vs FCEL
-99.8%
+81,380.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.5% | -7.3% | +2.9% |
| 7D | -14.7% | -11.3% | -3.4% | -13.5% |
| 30D | -36.1% | -45.8% | +9.7% | -31.5% |
| 3M | -36.9% | -51.0% | +14.2% | -32.2% |
| 6M | -22.2% | -22.3% | +0.1% | -22.8% |
| YTD | +29.9% | +36.2% | -6.3% | +18.7% |
| 1Y | +43.3% | +29.0% | +14.3% | +30.7% |
| 3Y | +142.7% | -70.9% | +213.6% | +135.9% |
| 5Y | +126.2% | -96.3% | +222.5% | +161.8% |
| 10Y | +1,211.7% | -99.1% | +1,310.8% | +1,131.4% |
| All | +81,280.4% | -99.8% | +81,380.2% | +72,396.7% |
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 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