-90.7%
FCEL vs AGI
+389.6%
-480.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -4.6% |
| 7D | +6.3% | -5.3% | +11.5% | +8.4% |
| 30D | -18.8% | +6.8% | -25.6% | -21.5% |
| 3M | -3.8% | +8.3% | -12.1% | -8.6% |
| 6M | +121.1% | -29.2% | +150.4% | +147.9% |
| YTD | +113.3% | -7.3% | +120.5% | +111.5% |
| 1Y | +173.5% | +8.0% | +165.5% | +152.1% |
| 3Y | -63.9% | +206.6% | -270.5% | -80.4% |
| 5Y | -90.7% | +398.1% | -488.8% | -95.8% |
| All | -90.7% | +389.6% | -480.3% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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