+1,651.7%
APO vs FCEL
-99.9%
+1,751.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -0.3% |
| 7D | +0.2% | +3.9% | -3.7% | -0.2% |
| 30D | +3.1% | -33.1% | +36.2% | +5.5% |
| 3M | -12.0% | -43.0% | +31.0% | -9.7% |
| 6M | -5.0% | -31.3% | +26.3% | -6.3% |
| YTD | -14.0% | +49.8% | -63.8% | -20.9% |
| 1Y | -5.9% | +48.2% | -54.1% | -13.8% |
| 3Y | +51.6% | -64.6% | +116.1% | +43.4% |
| 5Y | +80.8% | -96.7% | +177.5% | +93.5% |
| 10Y | +839.9% | -99.0% | +939.0% | +873.2% |
| All | +1,651.7% | -99.9% | +1,751.6% | +1,837.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling