-99.1%
FCEL vs ALLY
+172.1%
-271.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.9% |
| 7D | +14.8% | -2.1% | +16.9% | +16.4% |
| 30D | -33.9% | +2.0% | -35.9% | -34.9% |
| 3M | -52.7% | -13.3% | -39.4% | -48.5% |
| 6M | -40.0% | -9.9% | -30.2% | -36.0% |
| YTD | +40.2% | -13.5% | +53.8% | +52.0% |
| 1Y | +32.9% | -2.8% | +35.8% | +34.0% |
| 3Y | -66.8% | +63.4% | -130.3% | -76.1% |
| 5Y | -97.0% | -10.9% | -86.1% | -96.9% |
| All | -99.1% | +172.1% | -271.2% | -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