-65.9%
FCEL vs ALHC
+140.1%
-205.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | -0.6% | -15.2% | -15.7% |
| 30D | -29.3% | -1.0% | -28.3% | -29.1% |
| 3M | -30.1% | -10.2% | -20.0% | -27.0% |
| 6M | +74.4% | -28.3% | +102.7% | +85.5% |
| YTD | +104.5% | -31.4% | +136.0% | +119.2% |
| 1Y | +281.4% | -16.9% | +298.3% | +290.5% |
| All | -65.9% | +140.1% | -205.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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