+37.5%
FCEL vs ADVB
-72.7%
+110.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -23.6% | +18.0% | -5.3% |
| 7D | -2.8% | +27.8% | -30.6% | -3.1% |
| 30D | -31.6% | -50.8% | +19.1% | -32.0% |
| 3M | -52.4% | -70.5% | +18.1% | -53.0% |
| 6M | -51.4% | -46.7% | -4.7% | -48.8% |
| YTD | +32.4% | -56.7% | +89.1% | +44.3% |
| 1Y | +37.5% | -71.8% | +109.3% | +38.4% |
| All | +37.5% | -72.7% | +110.2% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling