+111.1%
AXP vs FCEL
-65.9%
+176.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -2.1% | -15.8% | +13.7% | -1.6% |
| 30D | -6.5% | -29.3% | +22.7% | -5.5% |
| 3M | +4.6% | -30.1% | +34.8% | +4.7% |
| 6M | +5.4% | +74.4% | -69.0% | 0.0% |
| YTD | -11.1% | +104.5% | -115.6% | -16.5% |
| 1Y | -0.3% | +281.4% | -281.7% | -9.9% |
| All | +111.1% | -65.9% | +176.9% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling