-65.9%
FCEL vs ACM
-19.2%
-46.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -15.8% | -3.7% | -12.1% | -14.5% |
| 30D | -29.3% | -11.1% | -18.2% | -25.6% |
| 3M | -30.1% | -8.0% | -22.2% | -28.5% |
| 6M | +74.4% | -29.7% | +104.1% | +114.6% |
| YTD | +104.5% | -29.4% | +133.9% | +147.2% |
| 1Y | +281.4% | -46.4% | +327.8% | +497.1% |
| All | -65.9% | -19.2% | -46.7% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling