+142.3%
FCEL vs ADVB
-88.3%
+230.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -15.8% | -3.8% | -12.1% | -15.8% |
| 30D | -29.3% | +17.6% | -46.9% | -28.9% |
| 3M | -30.1% | +119.1% | -149.3% | -27.0% |
| 6M | +74.4% | +103.4% | -28.9% | +84.3% |
| YTD | +104.5% | +59.8% | +44.7% | +115.7% |
| 1Y | +281.4% | +8.5% | +272.8% | +294.8% |
| All | +142.3% | -88.3% | +230.6% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling