+36.0%
FCEL vs ALC
+0.5%
+35.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -5.8% |
| 7D | -8.3% | +2.3% | -10.6% | -6.7% |
| 30D | -43.0% | +15.5% | -58.5% | -37.9% |
| 3M | -48.2% | +0.6% | -48.7% | -46.5% |
| 6M | -25.0% | +18.4% | -43.3% | -19.0% |
| YTD | +40.6% | -5.6% | +46.2% | +56.5% |
| 1Y | +36.0% | 0.0% | +35.9% | +47.6% |
| All | +36.0% | +0.5% | +35.4% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling