-100.0%
FCEL vs ACM
+233.3%
-333.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | 0.0% | +11.5% | +11.5% |
| 7D | -11.2% | +5.4% | -16.6% | -14.6% |
| 30D | -45.8% | +15.1% | -60.9% | -51.2% |
| 3M | -51.0% | -10.5% | -40.5% | -48.6% |
| 6M | -22.2% | -19.7% | -2.6% | -14.8% |
| YTD | +36.3% | -28.8% | +65.1% | +61.2% |
| 1Y | +29.0% | -47.9% | +76.9% | +92.1% |
| 3Y | -70.9% | -12.4% | -58.5% | -70.6% |
| 5Y | -96.3% | +0.6% | -96.8% | -96.4% |
| 10Y | -99.1% | +161.3% | -260.3% | -99.6% |
| All | -100.0% | +233.3% | -333.3% | -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