-70.9%
FCEL vs ACM
-12.3%
-58.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | 0.0% | +11.5% | +11.5% |
| 7D | -11.2% | +5.4% | -16.6% | -12.9% |
| 30D | -45.8% | +15.1% | -60.9% | -48.6% |
| 3M | -51.0% | -10.5% | -40.5% | -48.8% |
| 6M | -22.2% | -19.7% | -2.6% | -14.3% |
| YTD | +36.3% | -28.8% | +65.1% | +62.2% |
| 1Y | +29.0% | -47.9% | +76.9% | +98.2% |
| 3Y | -70.9% | -12.4% | -58.5% | -74.6% |
| All | -70.9% | -12.3% | -58.6% | -74.6% |
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