-95.8%
FCEL vs ABCL
-80.5%
-15.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +6.7% | +4.8% | +8.3% |
| 7D | -11.2% | -3.2% | -8.1% | -9.3% |
| 30D | -45.8% | -7.4% | -38.4% | -43.2% |
| 3M | -51.0% | +81.9% | -132.9% | -65.2% |
| 6M | -22.2% | +135.7% | -158.0% | -52.0% |
| YTD | +36.3% | +247.4% | -211.1% | -33.5% |
| 1Y | +29.0% | +162.3% | -133.2% | -27.7% |
| 3Y | -70.9% | +165.5% | -236.4% | -85.4% |
| 5Y | -96.3% | -21.3% | -75.0% | -96.9% |
| All | -95.8% | -80.5% | -15.3% | -94.1% |
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