-67.5%
FCEL vs ALC
+2.4%
-69.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.4% | +8.6% |
| 7D | +3.0% | +2.1% | +1.0% | +2.4% |
| 30D | -40.0% | +17.2% | -57.2% | -43.0% |
| 3M | -47.0% | +4.6% | -51.7% | -48.0% |
| 6M | -21.0% | +20.1% | -41.1% | -28.7% |
| YTD | +48.0% | -4.2% | +52.2% | +50.2% |
| 1Y | +43.9% | +2.1% | +41.8% | +38.8% |
| 3Y | -67.5% | +4.5% | -72.0% | -73.5% |
| All | -67.5% | +2.4% | -69.9% | -73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling