+229.3%
APLD vs FCEL
-94.1%
+323.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.6% | -0.2% | -4.0% |
| 7D | +2.7% | -2.8% | +5.5% | +3.8% |
| 30D | -21.4% | -31.6% | +10.2% | -10.6% |
| 3M | -47.8% | -52.4% | +4.6% | -34.9% |
| 6M | -64.9% | -51.4% | -13.5% | -59.5% |
| YTD | -34.9% | +32.4% | -67.3% | -46.5% |
| 1Y | -30.7% | +37.5% | -68.2% | -44.6% |
| 3Y | +305.3% | -69.3% | +374.6% | +308.7% |
| All | +229.3% | -94.1% | +323.3% | +422.7% |
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