+378.5%
APP vs FCEL
-94.7%
+473.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +18.8% | -21.5% | -5.5% |
| 7D | +0.1% | +4.0% | -3.9% | -1.1% |
| 30D | -10.0% | -13.1% | +3.0% | -9.2% |
| 3M | -44.6% | +14.6% | -59.2% | -48.4% |
| 6M | -37.9% | +133.7% | -171.5% | -51.9% |
| YTD | -53.7% | +143.0% | -196.7% | -64.8% |
| 1Y | -43.0% | +320.9% | -363.8% | -62.7% |
| 3Y | +640.8% | -58.9% | +699.7% | +578.6% |
| 5Y | +358.8% | -89.7% | +448.5% | +539.5% |
| All | +378.5% | -94.7% | +473.2% | +551.3% |
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