+301.8%
AMD vs FCEL
-74.5%
+376.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.5% | -0.5% | +9.1% |
| 7D | -11.0% | -11.2% | +0.2% | -9.0% |
| 30D | -30.5% | -45.8% | +15.3% | -23.4% |
| 3M | -8.2% | -51.0% | +42.8% | +1.6% |
| 6M | +6.6% | -22.2% | +28.8% | +7.9% |
| YTD | +109.7% | +36.3% | +73.4% | +94.1% |
| 1Y | +88.9% | +29.0% | +59.9% | +74.5% |
| 3Y | +301.8% | -70.9% | +372.7% | +290.9% |
| All | +301.8% | -74.5% | +376.3% | +290.9% |
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