+1,311.4%
AMT vs FCEL
-99.9%
+1,411.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -0.2% | -15.8% | +15.6% | +1.2% |
| 30D | +4.6% | -29.3% | +33.9% | +7.3% |
| 3M | -8.4% | -30.1% | +21.7% | -8.7% |
| 6M | -6.0% | +74.4% | -80.5% | -16.1% |
| YTD | +2.1% | +104.5% | -102.4% | -11.0% |
| 1Y | -6.4% | +281.4% | -287.8% | -24.9% |
| 3Y | +8.1% | -66.1% | +74.2% | +0.2% |
| 5Y | -31.9% | -91.9% | +59.9% | -31.9% |
| 10Y | +97.1% | -99.2% | +196.3% | +74.6% |
| All | +1,311.4% | -99.9% | +1,411.2% | +888.0% |
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