+105.4%
AMT vs FCEL
-99.1%
+204.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | 0.0% |
| 7D | +1.5% | +15.1% | -13.6% | +1.1% |
| 30D | +3.7% | -16.4% | +20.2% | +4.0% |
| 3M | -7.2% | -5.3% | -1.9% | -8.0% |
| 6M | -4.2% | +124.5% | -128.7% | -8.3% |
| YTD | +1.9% | +126.7% | -124.8% | -2.8% |
| 1Y | -6.4% | +219.9% | -226.3% | -12.3% |
| 3Y | +7.7% | -61.6% | +69.4% | +5.1% |
| 5Y | -30.9% | -90.5% | +59.6% | -31.0% |
| 10Y | +105.4% | -99.1% | +204.5% | +102.4% |
| All | +105.4% | -99.1% | +204.5% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling