-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 | +11.5% | +6.1% | +5.4% | +8.3% |
| 7D | -11.2% | -7.2% | -4.0% | -7.0% |
| 30D | -45.8% | -10.4% | -35.4% | -41.9% |
| 3M | -51.0% | -30.1% | -20.9% | -40.7% |
| 6M | -22.2% | -22.4% | +0.2% | -10.8% |
| YTD | +36.3% | -17.3% | +53.6% | +51.9% |
| 1Y | +29.0% | -35.4% | +64.4% | +58.3% |
| 3Y | -70.9% | +18.6% | -89.5% | -75.5% |
| 5Y | -96.3% | -69.8% | -26.5% | -94.7% |
| All | -99.1% | -0.9% | -98.2% | -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