+8.3%
APA vs FCEL
-66.1%
+74.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.3% |
| 7D | +0.5% | -15.8% | +16.4% | +1.1% |
| 30D | +23.4% | -29.3% | +52.7% | +24.7% |
| 3M | +12.7% | -30.1% | +42.8% | +12.2% |
| 6M | +39.4% | +74.4% | -35.0% | +28.0% |
| YTD | +79.0% | +104.5% | -25.6% | +61.6% |
| 1Y | +88.8% | +281.4% | -192.5% | +58.8% |
| All | +8.3% | -66.1% | +74.4% | +5.3% |
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 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