-89.7%
FCEL vs ALM
+1,033.0%
-1,122.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +8.8% | +10.0% | +17.0% |
| 7D | +4.0% | +8.4% | -4.4% | +2.4% |
| 30D | -13.1% | +34.8% | -47.9% | -18.2% |
| 3M | +14.6% | +16.2% | -1.7% | +11.1% |
| 6M | +133.7% | +2.1% | +131.5% | +129.0% |
| YTD | +143.0% | +117.0% | +25.9% | +113.6% |
| 1Y | +320.9% | +313.9% | +7.0% | +246.2% |
| 3Y | -58.9% | +2,327.9% | -2,386.8% | -75.0% |
| 5Y | -89.7% | +1,040.6% | -1,130.3% | -93.1% |
| All | -89.7% | +1,033.0% | -1,122.7% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling