-89.7%
FCEL vs ALB
-43.6%
-46.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.6% | +16.2% | +17.2% |
| 7D | +4.0% | -4.4% | +8.4% | +6.6% |
| 30D | -13.1% | -1.2% | -11.9% | -12.9% |
| 3M | +14.6% | -13.3% | +27.9% | +23.6% |
| 6M | +133.7% | -19.8% | +153.4% | +157.9% |
| YTD | +143.0% | -7.9% | +150.9% | +145.4% |
| 1Y | +320.9% | +60.2% | +260.7% | +186.3% |
| 3Y | -58.9% | -26.4% | -32.4% | -56.0% |
| 5Y | -89.7% | -42.5% | -47.1% | -87.1% |
| All | -89.7% | -43.6% | -46.1% | -87.1% |
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 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