+119.7%
AXP vs FCEL
-77.1%
+196.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.3% | +13.0% | -1.8% |
| 7D | +0.4% | -26.7% | +27.1% | +1.3% |
| 30D | +7.0% | -56.8% | +63.8% | +9.7% |
| 3M | -6.6% | -57.8% | +51.2% | -4.4% |
| 6M | +3.5% | -34.1% | +37.6% | +2.5% |
| YTD | -11.2% | +22.2% | -33.3% | -15.0% |
| 1Y | -10.2% | +5.2% | -15.3% | -13.8% |
| All | +119.7% | -77.1% | +196.8% | +114.4% |
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