-99.8%
FCEL vs ALLY
+98.1%
-197.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.7% | +13.2% | +12.6% |
| 7D | -11.2% | +0.9% | -12.2% | -12.1% |
| 30D | -45.8% | +3.1% | -48.9% | -47.1% |
| 3M | -51.0% | -12.6% | -38.4% | -47.0% |
| 6M | -22.2% | -12.4% | -9.8% | -15.8% |
| YTD | +36.3% | -13.2% | +49.4% | +47.1% |
| 1Y | +29.0% | +1.8% | +27.2% | +26.0% |
| 3Y | -70.9% | +58.0% | -128.8% | -78.7% |
| 5Y | -96.3% | -8.4% | -87.9% | -96.3% |
| 10Y | -99.1% | +195.3% | -294.3% | -99.6% |
| All | -99.8% | +98.1% | -197.9% | -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