-70.9%
FCEL vs ABCL
+156.0%
-226.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +6.7% | +4.8% | +8.4% |
| 7D | -11.2% | -3.2% | -8.1% | -9.4% |
| 30D | -45.8% | -7.4% | -38.4% | -43.3% |
| 3M | -51.0% | +81.9% | -132.9% | -64.6% |
| 6M | -22.2% | +135.7% | -158.0% | -51.0% |
| YTD | +36.3% | +247.4% | -211.1% | -32.1% |
| 1Y | +29.0% | +162.3% | -133.2% | -26.3% |
| 3Y | -70.9% | +165.5% | -236.4% | -84.3% |
| All | -70.9% | +156.0% | -226.9% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling