+281.4%
FCEL vs ALM
+318.3%
-37.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.6% |
| 7D | -15.8% | -2.6% | -13.2% | -14.9% |
| 30D | -29.3% | +32.0% | -61.3% | -37.8% |
| 3M | -30.1% | -15.0% | -15.1% | -26.9% |
| 6M | +74.4% | -10.1% | +84.6% | +71.9% |
| YTD | +104.5% | +99.4% | +5.1% | +48.0% |
| 1Y | +281.4% | +316.4% | -35.0% | +311.6% |
| All | +281.4% | +318.3% | -37.0% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling