-99.1%
FCEL vs ALK
-38.6%
-60.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.1% | +21.9% | +20.4% |
| 7D | +4.0% | +0.1% | +3.9% | +3.4% |
| 30D | -13.1% | -18.5% | +5.4% | -4.2% |
| 3M | +14.6% | -3.6% | +18.1% | +15.6% |
| 6M | +133.7% | -3.7% | +137.4% | +129.6% |
| YTD | +143.0% | -19.0% | +162.0% | +161.4% |
| 1Y | +320.9% | -36.0% | +356.9% | +412.8% |
| 3Y | -58.9% | +2.3% | -61.2% | -64.1% |
| 5Y | -89.7% | -27.8% | -61.9% | -88.9% |
| 10Y | -99.1% | -39.0% | -60.1% | -99.2% |
| All | -99.1% | -38.6% | -60.5% | -99.2% |
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