-99.0%
FCEL vs ALLY
+182.8%
-281.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -3.6% |
| 7D | -8.3% | -0.7% | -7.6% | -8.0% |
| 30D | -43.0% | +1.1% | -44.1% | -43.6% |
| 3M | -48.2% | -13.2% | -35.0% | -43.7% |
| 6M | -25.0% | -13.5% | -11.5% | -18.1% |
| YTD | +40.6% | -14.3% | +54.9% | +53.2% |
| 1Y | +36.0% | -1.1% | +37.1% | +35.5% |
| 3Y | -66.7% | +62.0% | -128.7% | -75.9% |
| 5Y | -96.7% | -9.6% | -87.0% | -96.6% |
| 10Y | -99.0% | +176.0% | -275.0% | -99.6% |
| All | -99.0% | +182.8% | -281.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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