-67.5%
FCEL vs ALM
+836.8%
-904.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.5% | +0.1% | -4.6% |
| 7D | +14.8% | -4.0% | +18.8% | +16.4% |
| 30D | -33.9% | -30.5% | -3.4% | -26.5% |
| 3M | -52.7% | -46.9% | -5.8% | -43.6% |
| 6M | -40.0% | -65.5% | +25.5% | -21.8% |
| YTD | +40.2% | -13.4% | +53.6% | +54.0% |
| 1Y | +32.9% | +9.8% | +23.2% | +40.9% |
| All | -67.5% | +836.8% | -904.2% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling