-91.3%
FCEL vs ALLY
+3.2%
-94.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -15.8% | +3.7% | -19.5% | -18.5% |
| 30D | -29.3% | -2.3% | -27.0% | -27.9% |
| 3M | -30.1% | +3.8% | -34.0% | -31.9% |
| 6M | +74.4% | +9.7% | +64.7% | +60.9% |
| YTD | +104.5% | -1.4% | +105.9% | +104.8% |
| 1Y | +281.4% | +8.2% | +273.1% | +257.3% |
| 3Y | -66.1% | +66.5% | -132.6% | -78.7% |
| All | -91.3% | +3.2% | -94.5% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling