-99.8%
FCEL vs AJG
+12,167.3%
-12,267.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.7% |
| 7D | +6.3% | -8.5% | +14.8% | +10.4% |
| 30D | -18.8% | -3.8% | -15.0% | -18.0% |
| 3M | -3.8% | +10.8% | -14.6% | -11.9% |
| 6M | +121.1% | +15.6% | +105.5% | +96.4% |
| YTD | +113.3% | -5.1% | +118.4% | +106.9% |
| 1Y | +173.5% | -16.0% | +189.5% | +181.3% |
| 3Y | -63.9% | +9.7% | -73.7% | -69.2% |
| 5Y | -90.7% | +77.8% | -168.5% | -93.8% |
| 10Y | -99.2% | +478.2% | -577.4% | -99.7% |
| All | -99.8% | +12,167.3% | -12,267.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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