-99.9%
AMIX vs FCEL
-72.8%
-27.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.5% | -11.5% | -1.2% |
| 7D | -16.0% | -11.3% | -4.7% | -15.1% |
| 30D | -55.4% | -45.8% | -9.6% | -52.7% |
| 3M | -87.5% | -51.0% | -36.5% | -86.7% |
| 6M | -81.2% | -22.3% | -58.9% | -80.4% |
| YTD | -86.8% | +36.2% | -123.0% | -86.7% |
| 1Y | -91.6% | +29.0% | -120.5% | -91.5% |
| All | -99.9% | -72.8% | -27.1% | -99.9% |
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