-99.8%
FCEL vs ALK
+923.5%
-1,023.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -15.8% | -0.7% | -15.2% | -15.7% |
| 30D | -29.3% | -19.2% | -10.0% | -23.4% |
| 3M | -30.1% | -1.5% | -28.6% | -29.9% |
| 6M | +74.4% | -13.1% | +87.5% | +80.6% |
| YTD | +104.5% | -16.4% | +120.9% | +114.9% |
| 1Y | +281.4% | -33.1% | +314.4% | +338.6% |
| 3Y | -66.1% | +0.6% | -66.7% | -68.2% |
| 5Y | -91.9% | -26.4% | -65.5% | -91.2% |
| 10Y | -99.2% | -34.2% | -65.1% | -99.2% |
| All | -99.8% | +923.5% | -1,023.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling