+32.9%
FCEL vs ALM
+7.9%
+25.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.5% | +0.1% | -2.9% |
| 7D | +14.8% | -4.0% | +18.8% | +17.6% |
| 30D | -33.9% | -30.5% | -3.4% | -19.6% |
| 3M | -52.7% | -46.9% | -5.8% | -34.9% |
| 6M | -40.0% | -65.5% | +25.5% | -3.8% |
| YTD | +40.2% | -13.4% | +53.6% | +45.4% |
| 1Y | +32.9% | +9.8% | +23.2% | +26.3% |
| All | +32.9% | +7.9% | +25.0% | +26.3% |
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