+66.6%
FCEL vs ADVB
-97.4%
+164.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.9% | -7.9% | -5.0% |
| 7D | -8.3% | -4.1% | -4.2% | -8.3% |
| 30D | -43.0% | -60.3% | +17.3% | -43.5% |
| 3M | -48.2% | -73.3% | +25.2% | -48.9% |
| 6M | -25.0% | -65.9% | +40.9% | -23.4% |
| YTD | +40.6% | -63.9% | +104.5% | +45.7% |
| 1Y | +36.0% | -74.1% | +110.1% | +39.4% |
| All | +66.6% | -97.4% | +164.0% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling