+61.4%
FCEL vs ADVB
-97.5%
+159.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +4.2% | +7.3% | +11.5% |
| 7D | -11.2% | -13.9% | +2.7% | -11.2% |
| 30D | -45.8% | -68.1% | +22.3% | -46.4% |
| 3M | -51.0% | -73.4% | +22.4% | -51.5% |
| 6M | -22.2% | -70.8% | +48.5% | -20.7% |
| YTD | +36.3% | -66.1% | +102.3% | +41.3% |
| 1Y | +29.0% | -77.5% | +106.5% | +32.0% |
| All | +61.4% | -97.5% | +159.0% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling