-91.7%
FCEL vs ALHC
-33.5%
-58.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.0% |
| 3M | -30.1% | -10.2% | -20.0% | -27.4% |
| 6M | +74.4% | -28.3% | +102.7% | +87.4% |
| YTD | +104.5% | -31.4% | +136.0% | +122.1% |
| 1Y | +281.4% | -16.9% | +298.3% | +288.0% |
| 3Y | -66.1% | +135.5% | -201.6% | -79.1% |
| All | -91.7% | -33.5% | -58.2% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling