+6,351.7%
AMD vs FCEL
-99.1%
+6,450.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.5% | -0.5% | +9.8% |
| 7D | -11.0% | -11.2% | +0.2% | -9.7% |
| 30D | -30.5% | -45.8% | +15.3% | -25.7% |
| 3M | -8.2% | -51.0% | +42.8% | -1.6% |
| 6M | +6.6% | -22.2% | +28.8% | +6.7% |
| YTD | +109.7% | +36.3% | +73.4% | +96.6% |
| 1Y | +88.9% | +29.0% | +59.9% | +76.9% |
| 3Y | +301.8% | -70.9% | +372.7% | +295.9% |
| 5Y | +229.4% | -96.3% | +325.6% | +270.8% |
| All | +6,351.7% | -99.1% | +6,450.8% | +7,855.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling