-65.9%
FCEL vs ALB
-29.2%
-36.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.4% | +4.1% |
| 7D | -15.8% | -8.1% | -7.8% | -12.6% |
| 30D | -29.3% | +6.3% | -35.5% | -32.0% |
| 3M | -30.1% | -23.6% | -6.6% | -20.6% |
| 6M | +74.4% | -24.6% | +99.1% | +94.9% |
| YTD | +104.5% | -10.3% | +114.8% | +109.9% |
| 1Y | +281.4% | +61.5% | +219.9% | +183.2% |
| All | -65.9% | -29.2% | -36.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling