-99.1%
FCEL vs AMBA
-0.9%
-98.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -4.8% |
| 7D | -2.8% | +2.7% | -5.5% | -3.8% |
| 30D | -31.6% | -2.2% | -29.5% | -30.0% |
| 3M | -52.4% | -26.6% | -25.8% | -43.7% |
| 6M | -51.4% | -26.8% | -24.6% | -42.8% |
| YTD | +32.4% | -15.1% | +47.6% | +46.1% |
| 1Y | +37.5% | -32.3% | +69.8% | +65.1% |
| 3Y | -69.3% | +19.8% | -89.1% | -74.1% |
| 5Y | -97.1% | -69.2% | -27.9% | -95.9% |
| All | -99.1% | -0.9% | -98.2% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling