-67.5%
FCEL vs ABCL
+189.1%
-256.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.1% |
| 7D | +14.8% | +4.4% | +10.4% | +12.7% |
| 30D | -33.9% | -7.9% | -26.0% | -30.7% |
| 3M | -52.7% | +12.2% | -64.9% | -55.5% |
| 6M | -40.0% | +134.7% | -174.8% | -62.1% |
| YTD | +40.2% | +239.8% | -199.5% | -29.5% |
| 1Y | +32.9% | +192.7% | -159.8% | -27.7% |
| All | -67.5% | +189.1% | -256.5% | -83.6% |
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