+298.1%
APP vs FCEL
-97.2%
+395.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.6% | +9.5% | +4.7% |
| 7D | +4.6% | -2.8% | +7.4% | +4.9% |
| 30D | +56.0% | -31.6% | +87.7% | +63.4% |
| 3M | +30.8% | -52.4% | +83.2% | +42.0% |
| 6M | -9.8% | -51.4% | +41.6% | -8.2% |
| YTD | -39.3% | +32.4% | -71.7% | -50.9% |
| 1Y | -26.4% | +37.5% | -63.9% | -41.5% |
| 3Y | +887.9% | -69.3% | +957.2% | +791.0% |
| All | +298.1% | -97.2% | +395.2% | +764.2% |
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 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