-99.1%
FCEL vs ALK
-41.7%
-57.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.6% | +10.9% | +11.2% |
| 7D | -11.2% | +9.0% | -20.3% | -15.9% |
| 30D | -45.8% | -1.6% | -44.1% | -45.9% |
| 3M | -51.0% | -23.2% | -27.8% | -44.8% |
| 6M | -22.2% | -3.9% | -18.4% | -22.2% |
| YTD | +36.3% | -22.6% | +58.8% | +48.8% |
| 1Y | +29.0% | -5.3% | +34.3% | +26.9% |
| 3Y | -70.9% | +18.6% | -89.5% | -76.9% |
| 5Y | -96.3% | -34.4% | -61.9% | -95.9% |
| All | -99.1% | -41.7% | -57.3% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling