-99.1%
FCEL vs ALM
+1,942.8%
-2,041.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.5% | +0.1% | -5.6% |
| 7D | +14.8% | -4.0% | +18.8% | +15.5% |
| 30D | -33.9% | -30.5% | -3.4% | -30.6% |
| 3M | -52.7% | -46.9% | -5.8% | -48.8% |
| 6M | -40.0% | -65.5% | +25.5% | -32.3% |
| YTD | +40.2% | -13.4% | +53.6% | +46.9% |
| 1Y | +32.9% | +9.8% | +23.2% | +37.1% |
| 3Y | -66.8% | +783.1% | -849.9% | -70.0% |
| 5Y | -97.0% | +378.3% | -475.3% | -97.2% |
| All | -99.1% | +1,942.8% | -2,041.9% | -98.9% |
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