-92.5%
FCEL vs ABCL
-81.2%
-11.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.1% | +18.7% | +18.8% |
| 7D | +4.0% | +1.4% | +2.6% | +3.2% |
| 30D | -13.1% | +65.1% | -78.1% | -35.5% |
| 3M | +14.6% | +111.1% | -96.5% | -25.0% |
| 6M | +133.7% | +231.6% | -97.9% | +17.9% |
| YTD | +143.0% | +234.5% | -91.5% | +20.3% |
| 1Y | +320.9% | +174.3% | +146.5% | +130.2% |
| 3Y | -58.9% | +111.5% | -170.3% | -77.1% |
| 5Y | -89.7% | -37.3% | -52.4% | -90.7% |
| All | -92.5% | -81.2% | -11.2% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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