-99.0%
FCEL vs AMBA
+4.3%
-103.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -3.9% |
| 7D | -8.3% | -2.6% | -5.7% | -6.2% |
| 30D | -43.0% | -10.5% | -32.5% | -38.8% |
| 3M | -48.2% | -26.4% | -21.7% | -38.8% |
| 6M | -25.0% | -20.9% | -4.1% | -14.8% |
| YTD | +40.6% | -14.8% | +55.4% | +54.6% |
| 1Y | +36.0% | -36.1% | +72.1% | +67.8% |
| 3Y | -66.7% | +20.2% | -87.0% | -72.1% |
| 5Y | -96.7% | -67.2% | -29.4% | -95.4% |
| 10Y | -99.0% | +5.0% | -104.0% | -99.2% |
| All | -99.0% | +4.3% | -103.4% | -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