-65.4%
FCEL vs ABCL
+104.5%
-169.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.5% |
| 7D | -15.8% | +0.7% | -16.5% | -16.2% |
| 30D | -29.3% | +93.1% | -122.4% | -51.7% |
| 3M | -30.1% | +79.4% | -109.6% | -49.7% |
| 6M | +74.4% | +214.9% | -140.4% | -9.5% |
| YTD | +104.5% | +234.2% | -129.7% | +0.8% |
| 1Y | +281.4% | +174.8% | +106.6% | +108.3% |
| All | -65.4% | +104.5% | -169.9% | -81.5% |
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