+45.7%
APA vs FCEL
-66.8%
+112.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.4% | +2.2% |
| 7D | +9.6% | +14.8% | -5.2% | +9.0% |
| 30D | -0.2% | -33.9% | +33.6% | +1.0% |
| 3M | +19.8% | -52.7% | +72.5% | +22.2% |
| 6M | +30.1% | -40.0% | +70.1% | +27.4% |
| YTD | +100.4% | +40.2% | +60.2% | +82.0% |
| 1Y | +105.2% | +32.9% | +72.3% | +85.8% |
| All | +45.7% | -66.8% | +112.5% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling