+528.8%
APP vs FCEL
-96.8%
+625.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.6% | -3.8% | +3.6% |
| 7D | +79.2% | +3.0% | +76.1% | +77.0% |
| 30D | +48.0% | -40.0% | +88.0% | +58.0% |
| 3M | +18.2% | -47.0% | +65.3% | +26.0% |
| 6M | -12.5% | -21.0% | +8.5% | -18.2% |
| YTD | -39.2% | +48.0% | -87.2% | -51.2% |
| 1Y | -33.9% | +43.9% | -77.7% | -47.2% |
| 3Y | +933.3% | -67.5% | +1,000.8% | +831.0% |
| 5Y | +295.9% | -96.7% | +392.5% | +521.6% |
| All | +528.8% | -96.8% | +625.6% | +803.4% |
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