-97.0%
FCEL vs ALK
-31.3%
-65.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.7% |
| 7D | -2.8% | -1.2% | -1.6% | -1.9% |
| 30D | -31.6% | +7.7% | -39.3% | -35.5% |
| 3M | -52.4% | -19.0% | -33.4% | -46.8% |
| 6M | -51.4% | -0.2% | -51.2% | -52.3% |
| YTD | +32.4% | -23.5% | +55.9% | +47.7% |
| 1Y | +37.5% | -9.1% | +46.6% | +37.2% |
| 3Y | -69.3% | +12.0% | -81.3% | -79.4% |
| All | -97.0% | -31.3% | -65.7% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling