-55.8%
FCEL vs AHR
+357.7%
-413.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.8% |
| 7D | +15.1% | -4.3% | +19.4% | +14.6% |
| 30D | -16.4% | -3.1% | -13.4% | -16.6% |
| 3M | -5.3% | +15.7% | -20.9% | -5.5% |
| 6M | +124.5% | +4.1% | +120.4% | +124.6% |
| YTD | +126.7% | +15.4% | +111.3% | +123.7% |
| 1Y | +219.9% | +28.0% | +191.9% | +209.4% |
| All | -55.8% | +357.7% | -413.5% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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