-85.2%
FCEL vs ALC
+24.0%
-109.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +3.5% |
| 7D | -15.8% | -2.1% | -13.7% | -14.7% |
| 30D | -29.3% | -0.1% | -29.2% | -29.6% |
| 3M | -30.1% | +5.9% | -36.0% | -35.0% |
| 6M | +74.4% | -15.9% | +90.4% | +90.4% |
| YTD | +104.5% | -10.1% | +114.6% | +109.9% |
| 1Y | +281.4% | -10.2% | +291.6% | +291.3% |
| 3Y | -66.1% | -13.6% | -52.5% | -65.4% |
| 5Y | -91.9% | -15.1% | -76.7% | -91.6% |
| All | -85.2% | +24.0% | -109.2% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling