-99.0%
FCEL vs AMBA
+7.9%
-106.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +3.0% | +4.7% |
| 7D | +3.9% | +2.6% | +1.3% | +3.4% |
| 30D | -33.1% | -3.6% | -29.5% | -31.0% |
| 3M | -43.0% | -24.6% | -18.4% | -33.4% |
| 6M | -31.3% | -21.6% | -9.7% | -21.9% |
| YTD | +49.8% | -11.8% | +61.6% | +61.8% |
| 1Y | +48.2% | -33.2% | +81.4% | +78.9% |
| 3Y | -64.6% | +24.5% | -89.0% | -70.8% |
| 5Y | -96.7% | -67.7% | -29.1% | -95.5% |
| 10Y | -99.0% | +4.7% | -103.8% | -99.2% |
| All | -99.0% | +7.9% | -106.9% | -99.2% |
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