-26.3%
APH vs FCEL
+269.1%
-295.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -13.2% | -34.6% | -46.0% |
| 7D | -48.7% | -22.6% | -26.1% | -46.3% |
| 30D | -51.9% | -29.3% | -22.7% | -49.3% |
| 3M | -43.6% | -30.1% | -13.4% | -41.3% |
| 6M | -37.5% | +74.4% | -112.0% | -41.0% |
| YTD | -38.6% | +104.5% | -143.2% | -43.3% |
| 1Y | -26.3% | +281.4% | -307.7% | -38.6% |
| All | -26.3% | +269.1% | -295.5% | -38.6% |
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