-99.1%
FCEL vs ALM
+3,082.3%
-3,181.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -6.3% |
| 7D | +15.1% | +3.6% | +11.5% | +14.8% |
| 30D | -16.4% | +33.8% | -50.2% | -18.9% |
| 3M | -5.3% | +14.8% | -20.0% | -6.4% |
| 6M | +124.5% | -7.0% | +131.5% | +124.5% |
| YTD | +126.7% | +108.1% | +18.6% | +114.3% |
| 1Y | +219.9% | +313.8% | -93.9% | +192.5% |
| 3Y | -61.6% | +2,227.6% | -2,289.3% | -68.5% |
| 5Y | -90.5% | +956.6% | -1,047.1% | -92.1% |
| 10Y | -99.1% | +3,082.3% | -3,181.4% | -99.0% |
| All | -99.1% | +3,082.3% | -3,181.4% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling