+1,055.9%
APH vs FCEL
-99.2%
+1,155.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +5.0% | -15.8% | +20.8% | +5.9% |
| 30D | -3.9% | -29.3% | +25.4% | -2.2% |
| 3M | +13.0% | -30.1% | +43.1% | +13.9% |
| 6M | +25.2% | +74.4% | -49.3% | +19.1% |
| YTD | +22.9% | +104.5% | -81.6% | +15.8% |
| 1Y | +47.8% | +281.4% | -233.5% | +33.8% |
| 3Y | +283.0% | -66.1% | +349.1% | +272.7% |
| 5Y | +349.7% | -91.9% | +441.5% | +354.5% |
| All | +1,055.9% | -99.2% | +1,155.1% | +1,182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling