+7,765.4%
AMD vs FCEL
-99.1%
+7,864.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.6% | -3.2% | -8.2% |
| 7D | +18.9% | -2.8% | +21.7% | +19.4% |
| 30D | -6.4% | -31.6% | +25.2% | -2.3% |
| 3M | +10.6% | -52.4% | +63.0% | +19.1% |
| 6M | +19.9% | -51.4% | +71.3% | +25.9% |
| YTD | +149.4% | +32.4% | +117.0% | +134.7% |
| 1Y | +115.4% | +37.5% | +77.9% | +100.8% |
| 3Y | +357.3% | -69.3% | +426.6% | +349.3% |
| 5Y | +261.1% | -97.1% | +358.2% | +312.7% |
| All | +7,765.4% | -99.1% | +7,864.5% | +9,217.1% |
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