-99.9%
FCEL vs ACGL
+4,943.5%
-5,043.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | +14.8% | -1.2% | +16.0% | +15.1% |
| 30D | -33.9% | +12.8% | -46.7% | -36.7% |
| 3M | -52.7% | +12.3% | -65.0% | -54.8% |
| 6M | -40.0% | +15.8% | -55.9% | -44.1% |
| YTD | +40.2% | +13.9% | +26.3% | +29.7% |
| 1Y | +32.9% | +19.0% | +13.9% | +21.0% |
| 3Y | -66.8% | +33.7% | -100.5% | -72.0% |
| 5Y | -97.0% | +173.4% | -270.4% | -98.1% |
| 10Y | -99.1% | +324.9% | -423.9% | -99.5% |
| All | -99.9% | +4,943.5% | -5,043.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 all: compounded portfolio wealth divided by compounded ACGL 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…
all analysis · Full analysis span regression · 6 months rolling