-99.8%
AMIX vs FCEL
-59.2%
-40.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | -13.7% | -15.8% | +2.1% | -12.3% |
| 30D | -62.1% | -29.3% | -32.8% | -60.9% |
| 3M | -46.2% | -30.1% | -16.0% | -44.5% |
| 6M | -46.4% | +74.4% | -120.9% | -47.1% |
| YTD | -60.3% | +104.5% | -164.8% | -61.2% |
| 1Y | -79.7% | +281.4% | -361.0% | -80.6% |
| All | -99.8% | -59.2% | -40.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling