+331.1%
AMD vs FCEL
-65.9%
+397.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.4% |
| 7D | +2.6% | -15.8% | +18.4% | +4.9% |
| 30D | -0.9% | -29.3% | +28.4% | +3.7% |
| 3M | -8.7% | -30.1% | +21.4% | -5.8% |
| 6M | +136.3% | +74.4% | +61.9% | +110.8% |
| YTD | +123.0% | +104.5% | +18.5% | +94.8% |
| 1Y | +195.2% | +281.4% | -86.2% | +136.7% |
| All | +331.1% | -65.9% | +397.0% | +289.7% |
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