-89.8%
FCEL vs ALC
+30.3%
-120.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.0% |
| 7D | -8.3% | +2.3% | -10.6% | -10.2% |
| 30D | -43.0% | +15.5% | -58.5% | -49.3% |
| 3M | -48.2% | +0.6% | -48.7% | -49.6% |
| 6M | -25.0% | +18.4% | -43.3% | -37.7% |
| YTD | +40.6% | -5.6% | +46.2% | +36.5% |
| 1Y | +36.0% | 0.0% | +35.9% | +25.1% |
| 3Y | -66.7% | +2.8% | -69.5% | -71.4% |
| 5Y | -96.7% | -8.8% | -87.9% | -96.8% |
| All | -89.8% | +30.3% | -120.1% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling