-99.0%
FCEL vs ACM
+131.8%
-230.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.8% | +19.6% | +19.4% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -13.1% | -12.9% | -0.1% | -6.4% |
| 3M | +14.6% | -6.4% | +21.0% | +14.5% |
| 6M | +133.7% | -29.2% | +162.9% | +185.2% |
| YTD | +143.0% | -29.9% | +172.9% | +196.1% |
| 1Y | +320.9% | -47.3% | +368.1% | +555.2% |
| 3Y | -58.9% | -19.6% | -39.3% | -55.4% |
| 5Y | -89.7% | +5.5% | -95.2% | -90.6% |
| All | -99.0% | +131.8% | -230.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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