+262.1%
APH vs FCEL
-74.5%
+336.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.5% | -7.4% | +3.1% |
| 7D | -5.9% | -11.2% | +5.3% | -5.0% |
| 30D | -14.8% | -45.8% | +31.0% | -10.7% |
| 3M | -12.4% | -51.0% | +38.6% | -8.0% |
| 6M | +8.1% | -22.2% | +30.3% | +8.6% |
| YTD | +10.9% | +36.3% | -25.3% | +6.3% |
| 1Y | +8.8% | +29.0% | -20.2% | +4.1% |
| 3Y | +262.1% | -70.9% | +332.9% | +261.2% |
| All | +262.1% | -74.5% | +336.5% | +261.2% |
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