+500.0%
APP vs FCEL
-97.0%
+597.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +11.5% | -1.7% | +8.2% |
| 7D | +71.2% | -11.2% | +82.4% | +72.8% |
| 30D | +39.1% | -45.8% | +84.9% | +50.6% |
| 3M | +16.5% | -51.0% | +67.5% | +25.6% |
| 6M | -16.6% | -22.2% | +5.7% | -22.3% |
| YTD | -41.9% | +36.3% | -78.2% | -52.8% |
| 1Y | -37.0% | +29.0% | -66.1% | -48.9% |
| 3Y | +892.4% | -70.9% | +963.3% | +813.2% |
| 5Y | +297.3% | -96.3% | +393.6% | +519.9% |
| All | +500.0% | -97.0% | +597.0% | +772.3% |
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