+219.9%
FCEL vs ACM
-48.7%
+268.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -6.3% |
| 7D | +15.1% | -3.7% | +18.7% | +15.6% |
| 30D | -16.4% | -12.7% | -3.8% | -13.3% |
| 3M | -5.3% | -9.8% | +4.5% | -3.3% |
| 6M | +124.5% | -31.4% | +155.9% | +174.7% |
| YTD | +126.7% | -32.1% | +158.8% | +172.6% |
| 1Y | +219.9% | -47.8% | +267.7% | +441.3% |
| All | +219.9% | -48.7% | +268.6% | +441.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling