-96.7%
FCEL vs ALB
-62.4%
-34.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +8.7% |
| 7D | +3.0% | +9.5% | -6.4% | -3.1% |
| 30D | -40.0% | -2.1% | -37.9% | -39.5% |
| 3M | -47.0% | -24.1% | -22.9% | -37.9% |
| 6M | -21.0% | -51.0% | +30.0% | +19.8% |
| YTD | +48.0% | -29.3% | +77.3% | +75.1% |
| 1Y | +43.9% | +3.2% | +40.7% | +32.9% |
| 3Y | -67.5% | -9.3% | -58.2% | -72.0% |
| 5Y | -96.7% | -61.6% | -35.0% | -94.5% |
| All | -96.7% | -62.4% | -34.3% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling