-3.7%
APA vs FCEL
-99.1%
+95.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +4.6% | +6.3% | -1.7% | +4.0% |
| 30D | +11.9% | -26.7% | +38.6% | +13.8% |
| 3M | +22.5% | -10.2% | +32.6% | +20.1% |
| 6M | +37.5% | +123.5% | -85.9% | +22.9% |
| YTD | +87.2% | +117.4% | -30.2% | +66.6% |
| 1Y | +101.4% | +146.0% | -44.5% | +74.7% |
| 3Y | +16.9% | -61.9% | +78.8% | +9.5% |
| 5Y | +178.4% | -90.5% | +269.0% | +179.0% |
| All | -3.7% | -99.1% | +95.5% | +19.4% |
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