+219.9%
FCEL vs ALM
+312.4%
-92.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -4.8% |
| 7D | +15.1% | +3.6% | +11.5% | +13.7% |
| 30D | -16.4% | +33.8% | -50.2% | -26.9% |
| 3M | -5.3% | +14.8% | -20.0% | -11.4% |
| 6M | +124.5% | -7.0% | +131.5% | +118.5% |
| YTD | +126.7% | +108.1% | +18.6% | +55.3% |
| 1Y | +219.9% | +313.8% | -93.9% | +198.4% |
| All | +219.9% | +312.4% | -92.5% | +198.4% |
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