+357.3%
AMD vs FCEL
-68.7%
+426.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.6% | -3.2% | -7.8% |
| 7D | +18.9% | -2.8% | +21.7% | +19.6% |
| 30D | -6.4% | -31.6% | +25.2% | -0.1% |
| 3M | +10.6% | -52.4% | +63.0% | +23.4% |
| 6M | +19.9% | -51.4% | +71.3% | +29.5% |
| YTD | +149.4% | +32.4% | +117.0% | +131.7% |
| 1Y | +115.4% | +37.5% | +77.9% | +97.7% |
| 3Y | +357.3% | -69.3% | +426.6% | +341.9% |
| All | +357.3% | -68.7% | +426.0% | +341.9% |
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