+166.1%
APA vs FCEL
-90.2%
+256.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +18.8% | -17.0% | +0.4% |
| 7D | -1.7% | +4.0% | -5.7% | -2.2% |
| 30D | +15.7% | -13.1% | +28.8% | +16.3% |
| 3M | +16.5% | +14.6% | +1.9% | +10.8% |
| 6M | +35.1% | +133.7% | -98.6% | +15.0% |
| YTD | +82.2% | +143.0% | -60.7% | +52.8% |
| 1Y | +102.5% | +320.9% | -218.4% | +53.6% |
| 3Y | +10.3% | -58.9% | +69.2% | +3.5% |
| 5Y | +166.1% | -89.7% | +255.8% | +189.8% |
| All | +166.1% | -90.2% | +256.3% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling