-99.9%
FCEL vs ACM
+230.8%
-330.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.2% |
| 3M | -30.1% | -8.0% | -22.2% | -28.9% |
| 6M | +74.4% | -29.7% | +104.1% | +110.5% |
| YTD | +104.5% | -29.4% | +133.9% | +144.1% |
| 1Y | +281.4% | -46.4% | +327.8% | +463.3% |
| 3Y | -66.1% | -22.3% | -43.8% | -62.1% |
| 5Y | -91.9% | +4.5% | -96.3% | -92.4% |
| 10Y | -99.2% | +127.6% | -226.9% | -99.6% |
| All | -99.9% | +230.8% | -330.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling