-99.8%
FCEL vs ALLY
+124.8%
-224.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -15.8% | +3.7% | -19.5% | -18.0% |
| 30D | -29.3% | -2.3% | -27.0% | -28.2% |
| 3M | -30.1% | +3.8% | -34.0% | -31.5% |
| 6M | +74.4% | +9.7% | +64.7% | +64.0% |
| YTD | +104.5% | -1.4% | +105.9% | +105.3% |
| 1Y | +281.4% | +8.2% | +273.1% | +263.8% |
| 3Y | -66.1% | +66.5% | -132.6% | -75.8% |
| 5Y | -91.9% | +1.2% | -93.1% | -92.3% |
| 10Y | -99.2% | +191.4% | -290.6% | -99.6% |
| All | -99.8% | +124.8% | -224.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling