+506.6%
APP vs FCEL
-96.9%
+603.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.0% | +1.5% | -2.8% |
| 7D | +61.1% | -8.3% | +69.4% | +61.9% |
| 30D | +42.8% | -43.0% | +85.7% | +53.5% |
| 3M | +16.7% | -48.2% | +64.8% | +24.7% |
| 6M | -15.6% | -25.0% | +9.4% | -20.6% |
| YTD | -41.3% | +40.6% | -81.9% | -52.5% |
| 1Y | -39.3% | +36.0% | -75.3% | -51.1% |
| 3Y | +803.2% | -66.7% | +869.9% | +701.6% |
| 5Y | +313.2% | -96.7% | +409.8% | +549.8% |
| All | +506.6% | -96.9% | +603.5% | +777.9% |
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