-91.7%
FCEL vs ACM
+5.0%
-96.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | -15.8% | -3.7% | -12.1% | -13.5% |
| 30D | -29.3% | -11.1% | -18.2% | -24.3% |
| 3M | -30.1% | -8.0% | -22.2% | -28.5% |
| 6M | +74.4% | -29.7% | +104.1% | +124.2% |
| YTD | +104.5% | -29.4% | +133.9% | +156.8% |
| 1Y | +281.4% | -46.4% | +327.8% | +550.6% |
| 3Y | -66.1% | -22.3% | -43.8% | -63.9% |
| All | -91.7% | +5.0% | -96.7% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling