+114.2%
APA vs FCEL
+289.9%
-175.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.7% | +9.7% | +2.9% |
| 7D | +0.3% | +15.1% | -14.8% | +0.5% |
| 30D | +9.3% | -16.4% | +25.8% | +9.1% |
| 3M | +23.3% | -5.3% | +28.6% | +22.5% |
| 6M | +39.5% | +124.5% | -85.0% | +32.9% |
| YTD | +87.6% | +126.7% | -39.1% | +77.9% |
| 1Y | +114.2% | +219.9% | -105.6% | +95.3% |
| All | +114.2% | +289.9% | -175.6% | +95.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling