-91.6%
AMIX vs FCEL
+32.6%
-124.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.0% | -2.1% |
| 7D | -25.1% | -14.9% | -10.3% | -23.2% |
| 30D | -54.5% | -41.7% | -12.8% | -51.1% |
| 3M | -91.7% | -53.2% | -38.6% | -90.9% |
| 6M | -79.4% | -19.0% | -60.4% | -76.9% |
| YTD | -86.1% | +44.2% | -130.2% | -84.3% |
| 1Y | -91.6% | +42.4% | -134.0% | -89.8% |
| All | -91.6% | +32.6% | -124.1% | -89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling