-65.9%
FCEL vs ALM
+2,118.4%
-2,184.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | -15.8% | -2.6% | -13.2% | -15.3% |
| 30D | -29.3% | +32.0% | -61.3% | -33.7% |
| 3M | -30.1% | -15.0% | -15.1% | -28.3% |
| 6M | +74.4% | -10.1% | +84.6% | +74.5% |
| YTD | +104.5% | +99.4% | +5.1% | +81.2% |
| 1Y | +281.4% | +316.4% | -35.0% | +216.3% |
| All | -65.9% | +2,118.4% | -2,184.3% | -78.9% |
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 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