-99.1%
FCEL vs ALK
-45.1%
-54.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.8% | -1.6% | -3.9% |
| 7D | +14.8% | +0.9% | +13.9% | +14.5% |
| 30D | -33.9% | +3.3% | -37.2% | -35.6% |
| 3M | -52.7% | -17.6% | -35.1% | -48.4% |
| 6M | -40.0% | +0.8% | -40.8% | -41.1% |
| YTD | +40.2% | -22.4% | +62.6% | +53.1% |
| 1Y | +32.9% | -10.1% | +43.0% | +34.7% |
| 3Y | -66.8% | +14.0% | -80.8% | -73.0% |
| 5Y | -97.0% | -29.8% | -67.1% | -96.7% |
| All | -99.1% | -45.1% | -54.0% | -99.1% |
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